-100.0%
DFNS vs CASY
+159.8%
-259.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.0% | -18.3% | -20.2% |
| 7D | -12.7% | +2.5% | -15.1% | -11.3% |
| 30D | -65.2% | +10.2% | -75.4% | -62.0% |
| 3M | -94.6% | -15.7% | -78.9% | -95.3% |
| 6M | -96.2% | -18.4% | -77.9% | -96.8% |
| YTD | -99.6% | +28.3% | -127.9% | -99.4% |
| 1Y | -99.7% | +32.6% | -132.2% | -99.6% |
| All | -100.0% | +159.8% | -259.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling