+96.4%
DE vs CASY
+274.3%
-177.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.1% | -1.3% |
| 7D | +0.7% | -4.4% | +5.0% | +1.5% |
| 30D | +9.6% | -12.0% | +21.7% | +12.2% |
| 3M | +19.0% | -2.3% | +21.3% | +18.0% |
| 6M | +16.1% | +10.5% | +5.5% | +11.7% |
| YTD | +47.0% | +33.0% | +14.0% | +35.4% |
| 1Y | +43.1% | +41.1% | +2.0% | +29.5% |
| 3Y | +77.5% | +207.5% | -130.0% | +25.7% |
| 5Y | +96.4% | +290.7% | -194.4% | +27.4% |
| All | +96.4% | +274.3% | -177.9% | +27.4% |
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