-3.6%
DDOG vs CASY
+266.7%
-270.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.1% |
| 30D | -31.6% | +9.1% | -40.7% | -33.0% |
| 3M | -27.0% | -16.5% | -10.5% | -24.1% |
| 6M | -10.3% | -19.7% | +9.4% | -5.9% |
| YTD | +35.4% | +29.3% | +6.2% | +18.9% |
| 1Y | -1.0% | +33.1% | -34.1% | -14.3% |
| 3Y | +76.7% | +158.5% | -81.9% | +9.9% |
| All | -3.6% | +266.7% | -270.2% | -56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling