+1,570.9%
QQQ vs CASY
+6,098.1%
-4,527.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.2% | -11.3% | +11.6% | +3.7% |
| 3M | -2.8% | -0.6% | -2.2% | -4.1% |
| 6M | +18.0% | +10.7% | +7.3% | +12.2% |
| YTD | +17.3% | +37.1% | -19.8% | +4.2% |
| 1Y | +25.6% | +52.3% | -26.7% | +7.5% |
| 3Y | +93.7% | +215.2% | -121.5% | +29.1% |
| 5Y | +94.2% | +276.5% | -182.3% | +21.0% |
| 10Y | +557.9% | +508.4% | +49.5% | +237.7% |
| All | +1,570.9% | +6,098.1% | -4,527.2% | +205.5% |
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