+1,081.8%
DIA vs CASY
+5,940.1%
-4,858.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | +0.3% | +8.7% | -8.4% | -1.8% |
| 3M | -4.5% | -17.3% | +12.8% | -0.7% |
| 6M | +3.4% | -19.7% | +23.1% | +7.1% |
| YTD | +7.8% | +24.8% | -17.1% | -0.1% |
| 1Y | +10.7% | +31.9% | -21.2% | +1.1% |
| 3Y | +57.5% | +155.4% | -97.9% | +19.7% |
| 5Y | +53.7% | +250.6% | -196.8% | +6.6% |
| 10Y | +247.2% | +556.8% | -309.7% | +102.2% |
| All | +1,081.8% | +5,940.1% | -4,858.3% | +267.3% |
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