-36.6%
DT vs CASY
+266.7%
-303.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +3.1% | +3.6% | -0.4% | +2.6% |
| 30D | -29.5% | +9.1% | -38.6% | -30.4% |
| 3M | -11.7% | -16.5% | +4.8% | -9.6% |
| 6M | +29.0% | -19.7% | +48.7% | +32.7% |
| YTD | +3.4% | +29.3% | -25.9% | -5.7% |
| 1Y | -4.2% | +33.1% | -37.4% | -13.5% |
| 3Y | -12.8% | +158.5% | -171.4% | -36.5% |
| All | -36.6% | +266.7% | -303.3% | -62.7% |
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