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  • RCL vs CASY✓SelectedUSD · CASYRCL vs CASY performance historyLatest closeAs of-0.26%09/08
Stock and ETF performance explorer

RCL vs CASY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+350.2%
CASY return
+549.1%
Excess return
-198.9%
Maximum drawdown
-83.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCASYExcessAlpha
1D-0.3%-3.0%+2.7%+1.0%
7D-0.5%-4.4%+3.9%+1.4%
30D-17.3%-12.0%-5.3%-13.0%
3M-2.8%-2.3%-0.4%-4.7%
6M-4.4%+10.5%-14.9%-12.4%
YTD-4.2%+33.0%-37.2%-20.0%
1Y-23.4%+41.1%-64.5%-38.3%
3Y+179.4%+207.5%-28.1%+44.2%
5Y+238.8%+290.7%-52.0%+49.8%
10Y+350.2%+556.5%-206.3%+63.5%
All+350.2%+549.1%-198.9%+63.5%

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 2016-09-08 to 2026-09-08: 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling