+76.9%
DDOG vs CASY
+159.8%
-82.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.1% |
| 7D | +5.6% | +2.5% | +3.2% | +5.5% |
| 30D | -34.9% | +10.2% | -45.1% | -35.4% |
| 3M | -23.4% | -15.7% | -7.7% | -22.1% |
| 6M | -7.7% | -18.4% | +10.6% | -5.3% |
| YTD | +35.6% | +28.3% | +7.4% | +25.8% |
| 1Y | -3.4% | +32.6% | -35.9% | -11.3% |
| All | +76.9% | +159.8% | -82.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling