+44.2%
DE vs CASY
+22.7%
+21.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | 0.0% |
| 7D | -3.0% | -16.5% | +13.5% | -2.5% |
| 30D | +11.1% | -26.4% | +37.5% | +12.2% |
| 3M | +17.6% | -17.3% | +34.9% | +17.5% |
| 6M | +13.6% | -5.2% | +18.8% | +12.1% |
| YTD | +46.3% | +14.1% | +32.2% | +44.2% |
| 1Y | +44.2% | +16.6% | +27.6% | +40.1% |
| All | +44.2% | +22.7% | +21.4% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling