+404.2%
DXCM vs CASY
+553.2%
-149.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.9% |
| 7D | -3.5% | +1.1% | -4.6% | -3.7% |
| 30D | -5.8% | +8.7% | -14.5% | -7.6% |
| 3M | -4.3% | -17.3% | +13.0% | -0.8% |
| 6M | +31.6% | -19.7% | +51.3% | +36.3% |
| YTD | +19.6% | +24.8% | -5.2% | +10.4% |
| 1Y | +36.9% | +31.9% | +5.0% | +24.1% |
| 3Y | -16.3% | +155.4% | -171.7% | -39.4% |
| 5Y | -50.0% | +250.6% | -300.6% | -67.8% |
| All | +404.2% | +553.2% | -149.0% | +144.0% |
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 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