+72.9%
DVA vs CASY
+265.4%
-192.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.1% | +2.0% |
| 7D | -4.8% | +5.8% | -10.6% | -5.7% |
| 30D | +0.9% | +10.7% | -9.8% | -0.7% |
| 3M | +2.9% | -13.9% | +16.8% | +5.3% |
| 6M | -7.8% | -18.4% | +10.7% | -4.9% |
| YTD | +61.5% | +29.6% | +31.9% | +50.5% |
| 1Y | +50.1% | +32.8% | +17.3% | +39.0% |
| 3Y | +121.1% | +162.3% | -41.1% | +73.8% |
| 5Y | +72.9% | +265.0% | -192.1% | +24.6% |
| All | +72.9% | +265.4% | -192.5% | +24.6% |
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