+3,565.0%
DTE vs CASY
+33,553.3%
-29,988.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | +3.5% | +5.0% | -1.4% | +2.8% |
| 30D | +9.5% | +8.2% | +1.3% | +8.3% |
| 3M | +2.5% | -18.2% | +20.7% | +5.1% |
| 6M | +0.6% | -18.6% | +19.1% | +2.7% |
| YTD | +10.5% | +26.8% | -16.3% | +5.7% |
| 1Y | +3.3% | +31.6% | -28.3% | -1.7% |
| 3Y | +56.3% | +156.5% | -100.2% | +33.7% |
| 5Y | +44.9% | +258.6% | -213.7% | +17.4% |
| 10Y | +149.2% | +550.3% | -401.1% | +84.9% |
| All | +3,565.0% | +33,553.3% | -29,988.3% | +1,859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling