-62.8%
QS vs CASY
+320.7%
-383.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -5.9% | -5.3% |
| 7D | -14.0% | +3.6% | -17.6% | -14.6% |
| 30D | -6.4% | +9.1% | -15.4% | -8.0% |
| 3M | -40.3% | -16.5% | -23.7% | -38.4% |
| 6M | -57.5% | -19.7% | -37.8% | -56.0% |
| YTD | -64.7% | +29.3% | -93.9% | -68.1% |
| 1Y | -72.9% | +33.1% | -106.0% | -75.8% |
| 3Y | -33.5% | +158.5% | -192.0% | -53.1% |
| 5Y | -90.5% | +266.7% | -357.2% | -94.1% |
| All | -62.8% | +320.7% | -383.5% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling