+32.9%
DIS vs CASY
+565.2%
-532.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | -0.2% |
| 7D | +0.6% | +5.8% | -5.2% | -0.9% |
| 30D | +10.3% | +10.7% | -0.4% | +7.3% |
| 3M | +15.6% | -13.9% | +29.4% | +19.5% |
| 6M | +15.1% | -18.4% | +33.6% | +19.7% |
| YTD | +6.0% | +29.6% | -23.7% | -4.9% |
| 1Y | +5.7% | +32.8% | -27.1% | -6.0% |
| 3Y | +39.8% | +162.3% | -122.5% | -3.2% |
| 5Y | -23.9% | +265.0% | -288.9% | -53.8% |
| 10Y | +32.9% | +555.4% | -522.4% | -32.1% |
| All | +32.9% | +565.2% | -532.2% | -32.1% |
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