+48.2%
DTE vs CASY
+209.8%
-161.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.1% |
| 7D | +0.9% | -4.4% | +5.2% | +1.2% |
| 30D | -1.9% | -12.0% | +10.2% | -0.9% |
| 3M | -3.3% | -2.3% | -1.0% | -3.6% |
| 6M | -7.1% | +10.5% | -17.6% | -8.7% |
| YTD | +8.1% | +33.0% | -24.9% | +4.0% |
| 1Y | +5.3% | +41.1% | -35.9% | +0.5% |
| 3Y | +48.2% | +207.5% | -159.3% | +28.0% |
| All | +48.2% | +209.8% | -161.6% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling