+467.1%
DDOG vs CASY
+379.8%
+87.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -24.8% | -11.3% | -13.5% | -22.4% |
| 3M | -12.6% | -0.6% | -11.9% | -13.1% |
| 6M | +79.9% | +10.7% | +69.2% | +71.8% |
| YTD | +56.6% | +37.1% | +19.5% | +39.1% |
| 1Y | +61.6% | +52.3% | +9.3% | +37.9% |
| 3Y | +117.9% | +215.2% | -97.3% | +41.8% |
| 5Y | +54.2% | +276.5% | -222.3% | -7.1% |
| All | +467.1% | +379.8% | +87.3% | +193.9% |
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 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