+21.5%
DBX vs CASY
+507.3%
-485.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -14.2% | +16.5% | +6.3% |
| 7D | +0.3% | -16.5% | +16.8% | +5.0% |
| 30D | 0.0% | -26.4% | +26.4% | +8.5% |
| 3M | +26.1% | -17.3% | +43.4% | +30.7% |
| 6M | +29.4% | -5.2% | +34.6% | +27.3% |
| YTD | +24.4% | +14.1% | +10.3% | +14.7% |
| 1Y | +10.9% | +16.6% | -5.7% | +1.2% |
| 3Y | +24.1% | +163.7% | -139.6% | -17.6% |
| 5Y | +7.8% | +231.3% | -223.5% | -35.6% |
| All | +21.5% | +507.3% | -485.8% | -43.4% |
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