+1,635.0%
DIS vs CASY
+33,122.1%
-31,487.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.9% |
| 7D | +5.7% | +1.8% | +3.9% | +5.3% |
| 30D | +12.7% | +11.2% | +1.5% | +10.0% |
| 3M | +15.2% | -19.1% | +34.3% | +19.9% |
| 6M | +17.6% | -19.9% | +37.5% | +21.6% |
| YTD | +3.8% | +25.2% | -21.3% | -3.2% |
| 1Y | +6.8% | +31.6% | -24.8% | -1.7% |
| 3Y | +42.1% | +155.4% | -113.3% | +11.0% |
| 5Y | -31.2% | +251.5% | -282.7% | -50.4% |
| 10Y | +37.6% | +558.6% | -521.0% | -15.2% |
| All | +1,635.0% | +33,122.1% | -31,487.1% | +434.5% |
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 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