+270.1%
DXCM vs CASY
+568.7%
-298.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +6.3% | -11.3% | +17.7% | +9.1% |
| 3M | +21.1% | -0.6% | +21.7% | +20.0% |
| 6M | +20.6% | +10.7% | +9.9% | +15.8% |
| YTD | +32.4% | +37.1% | -4.7% | +20.1% |
| 1Y | +8.8% | +52.3% | -43.5% | -4.4% |
| 3Y | -13.7% | +215.2% | -228.9% | -41.2% |
| 5Y | -35.2% | +276.5% | -311.7% | -58.7% |
| All | +270.1% | +568.7% | -298.7% | +88.8% |
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