+57.9%
DIA vs CASY
+266.7%
-208.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | +2.1% | +3.6% | -1.4% | +1.6% |
| 30D | +1.5% | +9.1% | -7.6% | 0.0% |
| 3M | -2.4% | -16.5% | +14.1% | +0.2% |
| 6M | +6.0% | -19.7% | +25.7% | +9.4% |
| YTD | +10.1% | +29.3% | -19.2% | +1.8% |
| 1Y | +11.8% | +33.1% | -21.3% | +2.6% |
| 3Y | +59.7% | +158.5% | -98.8% | +22.0% |
| All | +57.9% | +266.7% | -208.7% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling