-100.0%
DFNS vs CASY
+338.2%
-438.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -2.7% |
| 7D | -42.8% | +3.6% | -46.4% | -41.6% |
| 30D | -67.6% | +7.2% | -74.8% | -66.2% |
| 3M | -94.9% | -16.9% | -77.9% | -95.3% |
| 6M | -96.7% | -19.3% | -77.4% | -97.0% |
| YTD | -99.6% | +25.6% | -125.3% | -99.5% |
| 1Y | -99.7% | +30.2% | -129.9% | -99.7% |
| 3Y | -100.0% | +154.9% | -254.8% | -100.0% |
| 5Y | -100.0% | +252.1% | -352.1% | -100.0% |
| All | -100.0% | +338.2% | -438.2% | -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