+1,171.8%
DVN vs CASY
+36,294.0%
-35,122.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +14.2% | -11.3% | +25.5% | +16.9% |
| 3M | +5.2% | -0.6% | +5.9% | +5.0% |
| 6M | +11.9% | +10.7% | +1.2% | +8.7% |
| YTD | +32.8% | +37.1% | -4.3% | +23.4% |
| 1Y | +38.6% | +52.3% | -13.7% | +25.5% |
| 3Y | +0.5% | +215.2% | -214.7% | -23.1% |
| 5Y | +111.0% | +276.5% | -165.5% | +54.5% |
| 10Y | +56.1% | +508.4% | -452.2% | +3.0% |
| All | +1,171.8% | +36,294.0% | -35,122.2% | +413.4% |
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