+237.1%
DIA vs CASY
+565.2%
-328.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | -1.6% | +5.8% | -7.4% | -3.1% |
| 30D | +1.3% | +10.7% | -9.4% | -1.4% |
| 3M | -2.1% | -13.9% | +11.8% | +1.2% |
| 6M | +6.2% | -18.4% | +24.7% | +10.4% |
| YTD | +10.3% | +29.6% | -19.3% | -0.7% |
| 1Y | +11.0% | +32.8% | -21.8% | -1.1% |
| 3Y | +60.4% | +162.3% | -101.9% | +11.8% |
| 5Y | +59.1% | +265.0% | -205.9% | -3.2% |
| 10Y | +237.1% | +555.4% | -318.3% | +71.6% |
| All | +237.1% | +565.2% | -328.1% | +71.6% |
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