+2.3%
DTE vs CASY
+15.3%
-12.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.3% |
| 7D | -2.0% | -17.2% | +15.3% | -1.4% |
| 30D | -2.4% | -24.4% | +22.0% | -1.5% |
| 3M | -7.3% | -31.4% | +24.1% | -6.0% |
| 6M | -7.6% | -8.9% | +1.3% | -8.1% |
| YTD | +5.8% | +13.8% | -8.0% | +4.3% |
| 1Y | +2.3% | +17.0% | -14.6% | +0.2% |
| All | +2.3% | +15.3% | -12.9% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling