+102.9%
DAL vs CASY
+250.1%
-147.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.4% | +2.2% |
| 7D | +8.8% | +1.1% | +7.7% | +8.5% |
| 30D | +5.4% | +8.7% | -3.3% | +3.2% |
| 3M | -4.9% | -17.3% | +12.4% | -0.7% |
| 6M | +19.8% | -19.7% | +39.6% | +25.0% |
| YTD | +27.0% | +24.8% | +2.2% | +11.9% |
| 1Y | +52.5% | +31.9% | +20.6% | +31.1% |
| 3Y | +173.8% | +155.4% | +18.5% | +74.5% |
| All | +102.9% | +250.1% | -147.2% | +5.7% |
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