+741.1%
DECK vs CASY
+505.6%
+235.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.6% | -11.3% | -2.2% | -10.5% |
| 3M | -21.2% | -0.6% | -20.6% | -22.2% |
| 6M | -21.1% | +10.7% | -31.8% | -25.2% |
| YTD | -17.2% | +37.1% | -54.4% | -27.2% |
| 1Y | -30.7% | +52.3% | -83.0% | -41.4% |
| 3Y | -3.4% | +215.2% | -218.5% | -38.6% |
| 5Y | +25.5% | +276.5% | -250.9% | -26.0% |
| All | +741.1% | +505.6% | +235.5% | +297.8% |
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