+391.2%
DDOG vs CASY
+348.8%
+42.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | +0.3% |
| 7D | +5.6% | +2.5% | +3.2% | +5.1% |
| 30D | -34.9% | +10.2% | -45.1% | -36.5% |
| 3M | -23.4% | -15.7% | -7.7% | -20.8% |
| 6M | -7.7% | -18.4% | +10.6% | -4.3% |
| YTD | +35.6% | +28.3% | +7.4% | +21.5% |
| 1Y | -3.4% | +32.6% | -35.9% | -14.5% |
| 3Y | +78.0% | +159.5% | -81.5% | +22.8% |
| 5Y | -4.4% | +263.9% | -268.3% | -42.4% |
| All | +391.2% | +348.8% | +42.4% | +156.8% |
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