+9,127.5%
QLD vs CASY
+3,521.8%
+5,605.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -0.1% | -11.3% | +11.2% | +6.6% |
| 3M | -8.4% | -0.6% | -7.7% | -11.9% |
| 6M | +32.2% | +10.7% | +21.5% | +18.3% |
| YTD | +28.9% | +37.1% | -8.2% | +0.5% |
| 1Y | +43.8% | +52.3% | -8.5% | +3.9% |
| 3Y | +176.6% | +215.2% | -38.6% | +20.9% |
| 5Y | +121.6% | +276.5% | -154.9% | -13.7% |
| 10Y | +1,652.9% | +508.4% | +1,144.6% | +381.2% |
| All | +9,127.5% | +3,521.8% | +5,605.7% | +591.8% |
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