+91.4%
DE vs CASY
+156.4%
-65.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +3.3% | +5.0% | -1.7% | +2.8% |
| 30D | +10.7% | +8.2% | +2.6% | +9.8% |
| 3M | +13.1% | -18.2% | +31.3% | +15.4% |
| 6M | +20.2% | -18.6% | +38.8% | +22.9% |
| YTD | +48.9% | +26.8% | +22.1% | +41.6% |
| 1Y | +46.6% | +31.6% | +15.0% | +38.4% |
| 3Y | +91.4% | +156.5% | -65.1% | +62.7% |
| All | +91.4% | +156.4% | -65.0% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling