+3,063.4%
DELL vs CASY
+463.5%
+2,600.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.3% |
| 7D | -11.8% | +3.6% | -15.4% | -12.5% |
| 30D | -40.8% | +7.2% | -48.0% | -41.8% |
| 3M | -23.6% | -16.9% | -6.6% | -21.1% |
| 6M | +33.4% | -19.3% | +52.7% | +37.4% |
| YTD | +178.0% | +25.6% | +152.4% | +154.3% |
| 1Y | +138.6% | +30.2% | +108.4% | +115.8% |
| 3Y | +400.9% | +154.9% | +246.0% | +267.9% |
| 5Y | +580.7% | +252.1% | +328.6% | +348.6% |
| 10Y | +2,655.3% | +535.8% | +2,119.4% | +1,527.6% |
| All | +3,063.4% | +463.5% | +2,600.0% | +1,639.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling