+22.3%
DBX vs CASY
+629.9%
-607.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -0.5% | -11.3% | +10.9% | +2.9% |
| 3M | +28.1% | -0.6% | +28.7% | +26.6% |
| 6M | +33.1% | +10.7% | +22.4% | +26.2% |
| YTD | +25.3% | +37.1% | -11.8% | +10.1% |
| 1Y | +18.3% | +52.3% | -34.0% | +0.2% |
| 3Y | +25.0% | +215.2% | -190.2% | -20.6% |
| 5Y | +7.5% | +276.5% | -269.0% | -37.5% |
| All | +22.3% | +629.9% | -607.6% | -45.6% |
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