+782.7%
DE vs CASY
+539.5%
+243.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +3.3% | +5.0% | -1.7% | +1.9% |
| 30D | +10.7% | +8.2% | +2.6% | +8.2% |
| 3M | +13.1% | -18.2% | +31.3% | +19.1% |
| 6M | +20.2% | -18.6% | +38.8% | +25.3% |
| YTD | +48.9% | +26.8% | +22.1% | +33.8% |
| 1Y | +46.6% | +31.6% | +15.0% | +29.8% |
| 3Y | +91.4% | +156.5% | -65.1% | +29.9% |
| 5Y | +108.1% | +258.6% | -150.5% | +22.0% |
| 10Y | +782.7% | +550.3% | +232.4% | +310.8% |
| All | +782.7% | +539.5% | +243.2% | +310.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling