+140.9%
QSR vs CASY
+555.0%
-414.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -2.9% | +3.6% | -6.5% | -3.9% |
| 30D | +4.1% | +9.1% | -4.9% | +1.6% |
| 3M | -0.7% | -16.5% | +15.9% | +3.9% |
| 6M | +0.4% | -19.7% | +20.2% | +5.4% |
| YTD | +13.5% | +29.3% | -15.7% | +2.4% |
| 1Y | +11.0% | +33.1% | -22.1% | -0.9% |
| 3Y | +22.0% | +158.5% | -136.5% | -15.1% |
| 5Y | +57.1% | +266.7% | -209.6% | -5.6% |
| All | +140.9% | +555.0% | -414.1% | +19.4% |
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 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