+1,501.1%
QQQ vs CASY
+5,698.2%
-4,197.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | +6.4% | +2.5% | +3.9% | +5.6% |
| 30D | -7.5% | +10.2% | -17.7% | -10.3% |
| 3M | -4.8% | -15.7% | +10.9% | -0.8% |
| 6M | -2.5% | -18.4% | +15.9% | +1.2% |
| YTD | +12.4% | +28.3% | -15.9% | +1.1% |
| 1Y | +11.3% | +32.6% | -21.2% | -1.1% |
| 3Y | +85.0% | +159.5% | -74.5% | +30.4% |
| 5Y | +79.6% | +263.9% | -184.3% | +12.3% |
| 10Y | +535.9% | +548.5% | -12.6% | +218.0% |
| All | +1,501.1% | +5,698.2% | -4,197.2% | +196.3% |
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