+4.9%
DTE vs CASY
+32.9%
-27.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +3.4% | +3.6% | -0.1% | +3.3% |
| 30D | +8.9% | +9.1% | -0.2% | +8.6% |
| 3M | +1.1% | -16.5% | +17.6% | +1.4% |
| 6M | +0.1% | -19.7% | +19.8% | +0.7% |
| YTD | +11.1% | +29.3% | -18.2% | +11.4% |
| 1Y | +4.9% | +33.1% | -28.2% | +5.5% |
| All | +4.9% | +32.9% | -27.9% | +5.5% |
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 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