-53.8%
QS vs CASY
+308.9%
-362.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.6% |
| 7D | +13.7% | +3.6% | +10.1% | +12.9% |
| 30D | -0.2% | +7.2% | -7.4% | -1.7% |
| 3M | -24.8% | -16.9% | -7.9% | -22.4% |
| 6M | -39.4% | -19.3% | -20.1% | -37.5% |
| YTD | -56.1% | +25.6% | -81.8% | -60.2% |
| 1Y | -72.5% | +30.2% | -102.7% | -75.3% |
| 3Y | -16.3% | +154.9% | -171.2% | -40.9% |
| 5Y | -87.6% | +252.1% | -339.7% | -92.2% |
| All | -53.8% | +308.9% | -362.7% | -68.2% |
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