-100.0%
DFNS vs CASY
+342.3%
-442.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.9% | +11.9% | +13.3% |
| 7D | -37.0% | +5.0% | -41.9% | -35.2% |
| 30D | -63.4% | +8.2% | -71.6% | -61.7% |
| 3M | -94.1% | -18.2% | -75.9% | -94.6% |
| 6M | -96.3% | -18.6% | -77.7% | -96.6% |
| YTD | -99.6% | +26.8% | -126.4% | -99.5% |
| 1Y | -99.7% | +31.6% | -131.3% | -99.6% |
| 3Y | -100.0% | +156.5% | -256.5% | -100.0% |
| 5Y | -100.0% | +258.6% | -358.6% | -100.0% |
| All | -100.0% | +342.3% | -442.2% | -100.0% |
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 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