-27.2%
QS vs CASY
+154.1%
-181.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | +5.4% | +1.1% | +4.3% | +5.3% |
| 30D | -5.3% | +8.7% | -14.0% | -6.2% |
| 3M | -22.6% | -17.3% | -5.3% | -21.5% |
| 6M | -46.2% | -19.7% | -26.4% | -44.9% |
| YTD | -58.9% | +24.8% | -83.8% | -62.1% |
| 1Y | -73.1% | +31.9% | -105.0% | -75.5% |
| 3Y | -27.2% | +155.4% | -182.6% | -46.4% |
| All | -27.2% | +154.1% | -181.3% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling