-44.6%
QS vs CASY
+346.2%
-390.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -0.7% | -11.3% | +10.6% | +1.4% |
| 3M | -39.6% | -0.6% | -39.0% | -40.6% |
| 6M | -21.7% | +10.7% | -32.4% | -25.5% |
| YTD | -47.4% | +37.1% | -84.5% | -53.0% |
| 1Y | -28.4% | +52.3% | -80.7% | -38.1% |
| 3Y | -22.6% | +215.2% | -237.8% | -48.3% |
| 5Y | -75.6% | +276.5% | -352.1% | -85.2% |
| All | -44.6% | +346.2% | -390.9% | -62.4% |
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 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