+42.3%
QSR vs CASY
+234.8%
-192.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.6% | +1.0% |
| 7D | -2.4% | -16.5% | +14.2% | +0.8% |
| 30D | +5.7% | -26.4% | +32.1% | +11.6% |
| 3M | +6.9% | -17.3% | +24.2% | +9.7% |
| 6M | +6.9% | -5.2% | +12.1% | +6.2% |
| YTD | +14.9% | +14.1% | +0.8% | +9.4% |
| 1Y | +29.1% | +16.6% | +12.5% | +22.1% |
| 3Y | +26.1% | +163.7% | -137.6% | -6.3% |
| 5Y | +42.3% | +231.3% | -189.0% | -4.7% |
| All | +42.3% | +234.8% | -192.5% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling