+14.4%
DBX vs CASY
+568.8%
-554.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.7% | -6.7% | -6.2% |
| 7D | -8.6% | +3.6% | -12.2% | -9.5% |
| 30D | -5.2% | +7.2% | -12.4% | -7.1% |
| 3M | -6.4% | -16.9% | +10.5% | -2.1% |
| 6M | +12.7% | -19.3% | +32.1% | +17.8% |
| YTD | +17.2% | +25.6% | -8.4% | +5.0% |
| 1Y | +5.5% | +30.2% | -24.6% | -6.7% |
| 3Y | +24.1% | +154.9% | -130.8% | -15.4% |
| 5Y | +14.2% | +252.1% | -237.9% | -32.7% |
| All | +14.4% | +568.8% | -554.4% | -48.2% |
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 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