+57.5%
DIA vs CASY
+154.1%
-96.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | +0.3% | +8.7% | -8.4% | -0.5% |
| 3M | -4.5% | -17.3% | +12.8% | -2.9% |
| 6M | +3.4% | -19.7% | +23.1% | +5.5% |
| YTD | +7.8% | +24.8% | -17.1% | +2.1% |
| 1Y | +10.7% | +31.9% | -21.2% | +3.8% |
| 3Y | +57.5% | +155.4% | -97.9% | +33.7% |
| All | +57.5% | +154.1% | -96.5% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling