-41.1%
DIS vs CASY
+276.6%
-317.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +3.5% | -11.3% | +14.8% | +5.7% |
| 3M | +6.8% | -0.6% | +7.5% | +5.8% |
| 6M | +3.0% | +10.7% | -7.7% | -1.0% |
| YTD | -6.7% | +37.1% | -43.8% | -15.3% |
| 1Y | -10.1% | +52.3% | -62.4% | -20.9% |
| 3Y | +33.0% | +215.2% | -182.1% | -9.0% |
| All | -41.1% | +276.6% | -317.7% | -63.5% |
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