+242.4%
DGX vs CASY
+464.4%
-222.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | -3.5% | -17.2% | +13.8% | 0.0% |
| 30D | -2.7% | -24.4% | +21.7% | +2.6% |
| 3M | +13.9% | -31.4% | +45.3% | +22.3% |
| 6M | +16.0% | -8.9% | +24.9% | +16.5% |
| YTD | +34.9% | +13.8% | +21.1% | +28.8% |
| 1Y | +30.6% | +17.0% | +13.6% | +23.7% |
| 3Y | +93.0% | +163.1% | -70.1% | +48.5% |
| 5Y | +64.4% | +239.0% | -174.6% | +17.4% |
| All | +242.4% | +464.4% | -222.0% | +114.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling