+133.1%
QSR vs CASY
+453.5%
-320.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +1.2% |
| 7D | -4.0% | -18.6% | +14.6% | +1.3% |
| 30D | +2.8% | -26.6% | +29.4% | +11.6% |
| 3M | +5.1% | -32.8% | +37.9% | +16.6% |
| 6M | +8.8% | -10.0% | +18.8% | +9.8% |
| YTD | +14.8% | +11.6% | +3.2% | +8.1% |
| 1Y | +25.7% | +11.5% | +14.2% | +18.1% |
| 3Y | +27.5% | +160.7% | -133.2% | -12.7% |
| 5Y | +41.3% | +232.4% | -191.2% | -13.0% |
| All | +133.1% | +453.5% | -320.4% | +20.8% |
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