-98.3%
DFNS vs CASY
+51.2%
-149.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.4% |
| 7D | -16.0% | +0.1% | -16.1% | -15.9% |
| 30D | -77.7% | -11.3% | -66.3% | -78.6% |
| 3M | -77.2% | -0.6% | -76.5% | -78.3% |
| 6M | -95.2% | +10.7% | -105.9% | -95.6% |
| YTD | -98.0% | +37.1% | -135.1% | -98.4% |
| 1Y | -98.3% | +52.3% | -150.6% | -98.5% |
| All | -98.3% | +51.2% | -149.5% | -98.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling