-99.7%
DFNS vs CASY
+32.9%
-132.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.2% |
| 7D | -6.0% | +3.6% | -9.5% | -4.7% |
| 30D | -71.2% | +9.1% | -80.2% | -69.9% |
| 3M | -94.5% | -16.5% | -78.0% | -95.0% |
| 6M | -96.5% | -19.7% | -76.8% | -96.8% |
| YTD | -99.6% | +29.3% | -128.9% | -99.7% |
| 1Y | -99.7% | +33.1% | -132.8% | -99.7% |
| All | -99.7% | +32.9% | -132.5% | -99.7% |
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 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