+376.8%
DDOG vs CASY
+336.8%
+40.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -23.9% | +1.1% | -25.0% | -24.1% |
| 30D | -34.0% | +8.7% | -42.7% | -35.4% |
| 3M | -21.9% | -17.3% | -4.6% | -18.8% |
| 6M | +24.6% | -19.7% | +44.3% | +29.6% |
| YTD | +31.7% | +24.8% | +6.8% | +18.7% |
| 1Y | -6.2% | +31.9% | -38.1% | -17.1% |
| 3Y | +125.1% | +155.4% | -30.3% | +55.6% |
| 5Y | -3.5% | +250.6% | -254.1% | -41.3% |
| All | +376.8% | +336.8% | +40.0% | +150.8% |
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