+384.5%
DXCM vs CASY
+555.0%
-170.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +4.9% | +3.6% | +1.4% | +4.2% |
| 30D | -0.2% | +9.1% | -9.2% | -2.1% |
| 3M | -8.9% | -16.5% | +7.6% | -5.7% |
| 6M | +42.3% | -19.7% | +62.0% | +47.7% |
| YTD | +25.6% | +29.3% | -3.7% | +15.0% |
| 1Y | +39.5% | +33.1% | +6.4% | +26.6% |
| 3Y | -15.3% | +158.5% | -173.8% | -38.6% |
| 5Y | -48.4% | +266.7% | -315.2% | -67.0% |
| All | +384.5% | +555.0% | -170.5% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling