-34.0%
DG vs CASY
+250.1%
-284.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +9.5% | +8.7% | +0.8% | +7.5% |
| 3M | +5.5% | -17.3% | +22.8% | +9.6% |
| 6M | +16.1% | -19.7% | +35.8% | +20.7% |
| YTD | +2.7% | +24.8% | -22.2% | -5.7% |
| 1Y | +42.1% | +31.9% | +10.2% | +28.5% |
| 3Y | +19.3% | +155.4% | -136.1% | -15.8% |
| All | -34.0% | +250.1% | -284.1% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling