+377.0%
DELL vs CASY
+154.1%
+222.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +3.9% | +3.7% |
| 7D | -22.6% | +1.1% | -23.7% | -22.6% |
| 30D | -43.2% | +8.7% | -51.9% | -43.4% |
| 3M | -24.8% | -17.3% | -7.5% | -23.8% |
| 6M | +38.0% | -19.7% | +57.7% | +41.3% |
| YTD | +163.7% | +24.8% | +138.9% | +147.1% |
| 1Y | +122.5% | +31.9% | +90.6% | +105.9% |
| 3Y | +377.0% | +155.4% | +221.6% | +267.0% |
| All | +377.0% | +154.1% | +222.9% | +267.0% |
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 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