+4,415.1%
DVA vs CASY
+8,362.8%
-3,947.7%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.8% |
| 30D | -2.5% | -11.3% | +8.9% | -0.2% |
| 3M | -4.3% | -0.6% | -3.6% | -4.8% |
| 6M | +18.9% | +10.7% | +8.1% | +15.4% |
| YTD | +61.9% | +37.1% | +24.8% | +50.6% |
| 1Y | +35.7% | +52.3% | -16.6% | +23.4% |
| 3Y | +78.6% | +215.2% | -136.5% | +38.4% |
| 5Y | +39.2% | +276.5% | -237.3% | +3.1% |
| 10Y | +184.0% | +508.4% | -324.3% | +88.1% |
| All | +4,415.1% | +8,362.8% | -3,947.7% | +1,520.0% |
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