+21.9%
DIS vs CASY
+505.6%
-483.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.5% | -11.3% | +14.8% | +6.6% |
| 3M | +6.8% | -0.6% | +7.5% | +5.6% |
| 6M | +3.0% | +10.7% | -7.7% | -1.9% |
| YTD | -6.7% | +37.1% | -43.8% | -16.9% |
| 1Y | -10.1% | +52.3% | -62.4% | -22.8% |
| 3Y | +33.0% | +215.2% | -182.1% | -12.4% |
| 5Y | -40.0% | +276.5% | -316.5% | -63.4% |
| All | +21.9% | +505.6% | -483.7% | -37.1% |
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