+2,725.0%
DUK vs CASY
+33,946.0%
-31,221.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -1.1% | +2.5% | -3.6% | -1.5% |
| 30D | +8.8% | +10.2% | -1.4% | +7.4% |
| 3M | +5.0% | -15.7% | +20.7% | +7.1% |
| 6M | +4.6% | -18.4% | +23.0% | +6.7% |
| YTD | +12.6% | +28.3% | -15.7% | +7.9% |
| 1Y | +7.4% | +32.6% | -25.1% | +2.5% |
| 3Y | +63.1% | +159.5% | -96.4% | +40.7% |
| 5Y | +54.6% | +263.9% | -209.3% | +26.6% |
| 10Y | +156.5% | +548.5% | -392.0% | +93.5% |
| All | +2,725.0% | +33,946.0% | -31,221.0% | +1,470.7% |
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 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