-98.3%
DFNS vs CASY
+42.6%
-140.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -2.3% |
| 7D | +0.8% | -4.4% | +5.2% | -1.5% |
| 30D | -73.2% | -12.0% | -61.2% | -74.5% |
| 3M | -72.4% | -2.3% | -70.1% | -74.2% |
| 6M | -95.2% | +10.5% | -105.7% | -95.8% |
| YTD | -98.0% | +33.0% | -131.0% | -98.4% |
| 1Y | -98.3% | +41.1% | -139.4% | -98.6% |
| All | -98.3% | +42.6% | -140.9% | -98.6% |
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