+1,122.0%
DELL vs CASY
+274.3%
+847.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.8% | +2.3% |
| 7D | +25.6% | -4.4% | +30.0% | +26.5% |
| 30D | +17.7% | -12.0% | +29.7% | +20.1% |
| 3M | +33.4% | -2.3% | +35.8% | +32.5% |
| 6M | +266.2% | +10.5% | +255.7% | +250.8% |
| YTD | +328.0% | +33.0% | +295.0% | +290.5% |
| 1Y | +339.6% | +41.1% | +298.4% | +293.0% |
| 3Y | +694.6% | +207.5% | +487.1% | +445.4% |
| 5Y | +1,122.0% | +290.7% | +831.3% | +654.5% |
| All | +1,122.0% | +274.3% | +847.7% | +654.5% |
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