+381.8%
DAL vs CASY
+3,094.8%
-2,712.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -5.3% |
| 7D | +4.6% | +1.8% | +2.7% | +3.6% |
| 30D | +2.3% | +11.2% | -8.9% | -2.8% |
| 3M | -8.1% | -19.1% | +11.0% | -0.1% |
| 6M | +21.4% | -19.9% | +41.3% | +28.7% |
| YTD | +24.3% | +25.2% | -0.9% | +5.3% |
| 1Y | +47.4% | +31.6% | +15.8% | +21.2% |
| 3Y | +164.6% | +155.4% | +9.2% | +50.0% |
| 5Y | +100.2% | +251.5% | -151.3% | -5.9% |
| 10Y | +124.9% | +558.6% | -433.8% | -27.6% |
| All | +381.8% | +3,094.8% | -2,712.9% | -53.7% |
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 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