+64.3%
DGX vs CASY
+274.3%
-210.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | +0.4% |
| 30D | -1.2% | -12.0% | +10.9% | +0.8% |
| 3M | +19.9% | -2.3% | +22.2% | +19.5% |
| 6M | +19.2% | +10.5% | +8.7% | +15.8% |
| YTD | +37.5% | +33.0% | +4.5% | +28.7% |
| 1Y | +31.3% | +41.1% | -9.9% | +21.3% |
| 3Y | +96.6% | +207.5% | -110.9% | +50.4% |
| 5Y | +64.3% | +290.7% | -226.5% | +14.0% |
| All | +64.3% | +274.3% | -210.0% | +14.0% |
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