+204.1%
QSR vs CASY
+886.6%
-682.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | +7.6% | -11.3% | +19.0% | +11.0% |
| 3M | +12.6% | -0.6% | +13.3% | +11.6% |
| 6M | +14.4% | +10.7% | +3.7% | +9.5% |
| YTD | +19.6% | +37.1% | -17.5% | +7.4% |
| 1Y | +33.9% | +52.3% | -18.4% | +16.2% |
| 3Y | +27.1% | +215.2% | -188.1% | -14.6% |
| 5Y | +48.5% | +276.5% | -227.9% | -7.3% |
| 10Y | +126.2% | +508.4% | -382.2% | +19.1% |
| All | +204.1% | +886.6% | -682.5% | +40.3% |
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