+39.5%
DVA vs CASY
+274.3%
-234.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.6% |
| 7D | +2.2% | -4.4% | +6.6% | +3.1% |
| 30D | -2.0% | -12.0% | +10.0% | +0.3% |
| 3M | -6.3% | -2.3% | -3.9% | -6.6% |
| 6M | +19.4% | +10.5% | +8.9% | +15.3% |
| YTD | +58.5% | +33.0% | +25.5% | +47.1% |
| 1Y | +33.9% | +41.1% | -7.3% | +22.5% |
| 3Y | +88.4% | +207.5% | -119.1% | +41.7% |
| 5Y | +39.5% | +290.7% | -251.2% | -2.3% |
| All | +39.5% | +274.3% | -234.8% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling