+105.0%
DAL vs CASY
+550.0%
-445.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.8% |
| 7D | +1.4% | +2.5% | -1.1% | +0.5% |
| 30D | +9.1% | +10.2% | -1.1% | +5.2% |
| 3M | -3.5% | -15.7% | +12.2% | +1.9% |
| 6M | +23.4% | -18.4% | +41.8% | +29.1% |
| YTD | +26.0% | +28.3% | -2.2% | +7.9% |
| 1Y | +44.6% | +32.6% | +12.1% | +21.6% |
| 3Y | +162.7% | +159.5% | +3.2% | +57.2% |
| 5Y | +113.0% | +263.9% | -150.9% | +5.6% |
| All | +105.0% | +550.0% | -445.0% | -15.2% |
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