+193.4%
QSR vs CASY
+832.7%
-639.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.8% |
| 7D | -2.2% | +5.8% | -8.0% | -3.7% |
| 30D | +7.8% | +10.7% | -2.9% | +4.8% |
| 3M | +5.5% | -13.9% | +19.3% | +9.2% |
| 6M | -0.2% | -18.4% | +18.2% | +4.0% |
| YTD | +15.4% | +29.6% | -14.2% | +4.7% |
| 1Y | +15.3% | +32.8% | -17.5% | +3.7% |
| 3Y | +23.7% | +162.3% | -138.5% | -12.1% |
| 5Y | +60.4% | +265.0% | -204.7% | +0.5% |
| 10Y | +142.2% | +555.4% | -413.1% | +25.9% |
| All | +193.4% | +832.7% | -639.3% | +36.8% |
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 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