-99.9%
DFNS vs CASY
+378.3%
-478.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.4% |
| 7D | -16.0% | +0.1% | -16.1% | -15.9% |
| 30D | -77.7% | -11.3% | -66.3% | -78.8% |
| 3M | -77.2% | -0.6% | -76.5% | -76.6% |
| 6M | -95.2% | +10.7% | -105.9% | -94.7% |
| YTD | -98.0% | +37.1% | -135.1% | -97.5% |
| 1Y | -98.3% | +52.3% | -150.6% | -97.8% |
| 3Y | -99.9% | +215.2% | -315.1% | -99.8% |
| 5Y | -99.9% | +276.5% | -376.3% | -99.8% |
| All | -99.9% | +378.3% | -478.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling