+10,446.2%
DGX vs CASY
+10,580.4%
-134.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.6% | +3.6% | -2.0% | +0.9% |
| 30D | +11.2% | +9.1% | +2.2% | +9.4% |
| 3M | +10.4% | -16.5% | +26.9% | +13.5% |
| 6M | +37.1% | -19.7% | +56.8% | +41.1% |
| YTD | +52.1% | +29.3% | +22.9% | +43.2% |
| 1Y | +40.7% | +33.1% | +7.6% | +31.6% |
| 3Y | +107.6% | +158.5% | -50.9% | +69.5% |
| 5Y | +90.6% | +266.7% | -176.1% | +44.7% |
| 10Y | +287.9% | +553.5% | -265.6% | +158.7% |
| All | +10,446.2% | +10,580.4% | -134.2% | +3,988.8% |
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