+762.6%
DE vs CASY
+550.0%
+212.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.6% |
| 7D | +2.3% | +2.5% | -0.1% | +1.6% |
| 30D | +4.4% | +10.2% | -5.8% | +1.5% |
| 3M | +9.8% | -15.7% | +25.5% | +14.6% |
| 6M | +15.8% | -18.4% | +34.2% | +20.6% |
| YTD | +47.0% | +28.3% | +18.7% | +31.7% |
| 1Y | +42.8% | +32.6% | +10.2% | +26.2% |
| 3Y | +88.9% | +159.5% | -70.6% | +27.8% |
| 5Y | +101.9% | +263.9% | -162.0% | +17.7% |
| All | +762.6% | +550.0% | +212.6% | +311.1% |
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