-96.0%
DFNS vs CASY
-19.1%
-76.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.9% | +11.9% | +13.3% |
| 7D | -37.0% | +5.0% | -41.9% | -35.0% |
| 30D | -63.4% | +8.2% | -71.6% | -61.5% |
| 3M | -94.1% | -18.2% | -75.9% | -94.7% |
| All | -96.0% | -19.1% | -76.9% | -96.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling