+34.2%
DIS vs CASY
+553.2%
-519.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +5.2% | +1.1% | +4.1% | +4.9% |
| 30D | +11.5% | +8.7% | +2.8% | +9.0% |
| 3M | +11.5% | -17.3% | +28.8% | +16.5% |
| 6M | +8.9% | -19.7% | +28.6% | +13.5% |
| YTD | +3.4% | +24.8% | -21.4% | -6.3% |
| 1Y | +7.2% | +31.9% | -24.7% | -4.7% |
| 3Y | +43.3% | +155.4% | -112.1% | -0.2% |
| 5Y | -31.4% | +250.6% | -282.0% | -58.0% |
| All | +34.2% | +553.2% | -519.0% | -31.8% |
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