+2,761.7%
DUK vs CASY
+34,208.6%
-31,446.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +1.9% | +3.6% | -1.6% | +1.5% |
| 30D | +8.9% | +9.1% | -0.2% | +7.6% |
| 3M | +5.6% | -16.5% | +22.1% | +7.8% |
| 6M | +7.0% | -19.7% | +26.7% | +9.4% |
| YTD | +14.0% | +29.3% | -15.2% | +9.2% |
| 1Y | +9.1% | +33.1% | -24.0% | +4.0% |
| 3Y | +67.6% | +158.5% | -90.9% | +44.6% |
| 5Y | +56.6% | +266.7% | -210.1% | +28.1% |
| 10Y | +159.8% | +553.5% | -393.7% | +95.9% |
| All | +2,761.7% | +34,208.6% | -31,446.9% | +1,489.5% |
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 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