+61.9%
RCAT vs CASY
+254.7%
-192.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.4% | -6.8% |
| 7D | -5.6% | +5.0% | -10.6% | -7.4% |
| 30D | -27.0% | +8.2% | -35.2% | -29.5% |
| 3M | -57.9% | -18.2% | -39.7% | -55.1% |
| 6M | -59.4% | -18.6% | -40.8% | -57.3% |
| YTD | -46.9% | +26.8% | -73.7% | -56.5% |
| 1Y | -54.0% | +31.6% | -85.6% | -63.2% |
| 3Y | +378.4% | +156.5% | +221.9% | +173.9% |
| 5Y | +61.9% | +258.6% | -196.7% | -31.7% |
| All | +61.9% | +254.7% | -192.8% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling