+66.4%
DOCN vs CASY
+238.3%
-172.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +2.2% | -18.0% | -16.5% |
| 7D | -29.3% | +1.8% | -31.1% | -29.8% |
| 30D | -46.0% | +11.2% | -57.2% | -48.2% |
| 3M | -43.2% | -19.1% | -24.1% | -39.5% |
| 6M | -53.7% | -19.9% | -33.8% | -51.0% |
| YTD | +46.9% | +25.2% | +21.8% | +30.4% |
| 1Y | +54.3% | +31.6% | +22.7% | +33.7% |
| 3Y | +185.5% | +155.4% | +30.1% | +84.6% |
| 5Y | -31.1% | +251.5% | -282.6% | -63.5% |
| All | +66.4% | +238.3% | -172.0% | -16.2% |
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