+7,256.1%
QLD vs CASY
+3,206.2%
+4,050.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +2.2% | -14.9% | -14.0% |
| 7D | -18.6% | +1.8% | -20.4% | -19.6% |
| 30D | -28.3% | +11.2% | -39.5% | -33.0% |
| 3M | -20.4% | -19.1% | -1.3% | -12.1% |
| 6M | -14.3% | -19.9% | +5.6% | -8.3% |
| YTD | +2.8% | +25.2% | -22.4% | -17.2% |
| 1Y | -1.2% | +31.6% | -32.8% | -23.4% |
| 3Y | +135.3% | +155.4% | -20.1% | +16.0% |
| 5Y | +62.6% | +251.5% | -189.0% | -35.3% |
| 10Y | +1,384.3% | +558.6% | +825.6% | +280.0% |
| All | +7,256.1% | +3,206.2% | +4,050.0% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling