+187.5%
DVA vs CASY
+468.0%
-280.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.2% | +15.9% | +5.3% |
| 7D | +2.0% | -16.5% | +18.5% | +6.4% |
| 30D | -0.4% | -26.4% | +26.0% | +7.3% |
| 3M | -7.7% | -17.3% | +9.6% | -4.5% |
| 6M | +20.0% | -5.2% | +25.2% | +18.8% |
| YTD | +61.1% | +14.1% | +47.0% | +51.3% |
| 1Y | +33.9% | +16.6% | +17.3% | +24.7% |
| 3Y | +91.5% | +163.7% | -72.2% | +35.9% |
| 5Y | +41.8% | +231.3% | -189.5% | -8.3% |
| 10Y | +187.5% | +462.9% | -275.4% | +53.9% |
| All | +187.5% | +468.0% | -280.5% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling