+1,469.9%
QQQ vs CASY
+5,631.3%
-4,161.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -1.5% | +5.0% | -6.5% | -3.0% |
| 30D | -10.2% | +8.2% | -18.4% | -12.4% |
| 3M | -6.3% | -18.2% | +11.9% | -1.5% |
| 6M | -4.9% | -18.6% | +13.7% | -1.3% |
| YTD | +10.2% | +26.8% | -16.6% | -0.6% |
| 1Y | +8.8% | +31.6% | -22.8% | -3.2% |
| 3Y | +81.4% | +156.5% | -75.2% | +28.3% |
| 5Y | +78.5% | +258.6% | -180.1% | +12.1% |
| 10Y | +523.8% | +550.3% | -26.5% | +211.6% |
| All | +1,469.9% | +5,631.3% | -4,161.5% | +191.6% |
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