+16.4%
DBX vs CASY
+590.1%
-573.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.7% |
| 7D | -8.1% | +5.8% | -14.0% | -9.6% |
| 30D | -4.9% | +10.7% | -15.6% | -7.6% |
| 3M | -2.7% | -13.9% | +11.2% | +0.8% |
| 6M | +25.2% | -18.4% | +43.6% | +30.7% |
| YTD | +19.3% | +29.6% | -10.4% | +5.9% |
| 1Y | +6.6% | +32.8% | -26.2% | -6.2% |
| 3Y | +24.6% | +162.3% | -137.6% | -15.7% |
| 5Y | +23.5% | +265.0% | -241.5% | -28.0% |
| All | +16.4% | +590.1% | -573.6% | -47.7% |
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 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