+110.9%
DT vs CASY
+373.3%
-262.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.4% |
| 7D | -4.9% | -4.4% | -0.5% | -3.8% |
| 30D | +2.7% | -12.0% | +14.7% | +5.8% |
| 3M | +20.0% | -2.3% | +22.3% | +19.0% |
| 6M | +28.0% | +10.5% | +17.5% | +21.4% |
| YTD | +16.0% | +33.0% | -17.0% | +3.3% |
| 1Y | +0.7% | +41.1% | -40.4% | -12.4% |
| 3Y | +6.2% | +207.5% | -201.3% | -31.8% |
| 5Y | -28.1% | +290.7% | -318.9% | -58.9% |
| All | +110.9% | +373.3% | -262.5% | -8.9% |
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