-99.6%
DFNS vs CASY
+34.1%
-133.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +13.7% |
| 7D | -13.0% | +5.8% | -18.8% | -10.7% |
| 30D | -56.9% | +10.7% | -67.6% | -54.7% |
| 3M | -93.2% | -13.9% | -79.3% | -93.7% |
| 6M | -95.4% | -18.4% | -77.0% | -95.7% |
| YTD | -99.5% | +29.6% | -129.1% | -99.6% |
| 1Y | -99.6% | +32.8% | -132.5% | -99.7% |
| All | -99.6% | +34.1% | -133.7% | -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