+108.1%
DE vs CASY
+254.7%
-146.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +3.3% | +5.0% | -1.7% | +2.4% |
| 30D | +10.7% | +8.2% | +2.6% | +9.2% |
| 3M | +13.1% | -18.2% | +31.3% | +16.9% |
| 6M | +20.2% | -18.6% | +38.8% | +23.9% |
| YTD | +48.9% | +26.8% | +22.1% | +38.0% |
| 1Y | +46.6% | +31.6% | +15.0% | +34.5% |
| 3Y | +91.4% | +156.5% | -65.1% | +43.2% |
| 5Y | +108.1% | +258.6% | -150.5% | +38.0% |
| All | +108.1% | +254.7% | -146.6% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling