+246.2%
DIA vs CASY
+549.1%
-302.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.3% |
| 7D | +0.1% | -4.4% | +4.4% | +1.2% |
| 30D | -2.1% | -12.0% | +10.0% | +1.2% |
| 3M | +4.2% | -2.3% | +6.5% | +3.3% |
| 6M | +11.9% | +10.5% | +1.4% | +6.5% |
| YTD | +10.8% | +33.0% | -22.2% | -0.4% |
| 1Y | +17.5% | +41.1% | -23.6% | +3.3% |
| 3Y | +59.9% | +207.5% | -147.6% | +6.0% |
| 5Y | +64.1% | +290.7% | -226.6% | -1.7% |
| 10Y | +246.2% | +556.5% | -310.3% | +76.0% |
| All | +246.2% | +549.1% | -302.8% | +76.0% |
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 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