+33.9%
DVA vs CASY
+22.7%
+11.1%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -14.2% | +15.9% | +3.0% |
| 7D | +2.0% | -16.5% | +18.5% | +3.8% |
| 30D | -0.4% | -26.4% | +26.0% | +2.9% |
| 3M | -7.7% | -17.3% | +9.6% | -6.5% |
| 6M | +20.0% | -5.2% | +25.2% | +14.0% |
| YTD | +61.1% | +14.1% | +47.0% | +46.7% |
| 1Y | +33.9% | +16.6% | +17.3% | +18.7% |
| All | +33.9% | +22.7% | +11.1% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling