+9,498.1%
DGX vs CASY
+11,229.6%
-1,731.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | +0.6% | -11.3% | +11.9% | +2.6% |
| 3M | +21.4% | -0.6% | +22.1% | +20.7% |
| 6M | +14.7% | +10.7% | +4.0% | +11.6% |
| YTD | +38.4% | +37.1% | +1.3% | +29.4% |
| 1Y | +34.0% | +52.3% | -18.3% | +22.7% |
| 3Y | +92.7% | +215.2% | -122.5% | +52.0% |
| 5Y | +67.7% | +276.5% | -208.8% | +27.0% |
| 10Y | +248.0% | +508.4% | -260.4% | +135.5% |
| All | +9,498.1% | +11,229.6% | -1,731.5% | +3,595.8% |
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