+375.0%
RCL vs CASY
+539.5%
-164.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.5% |
| 7D | +8.5% | +5.0% | +3.5% | +6.4% |
| 30D | +20.4% | +8.2% | +12.2% | +16.4% |
| 3M | +11.0% | -18.2% | +29.2% | +19.4% |
| 6M | +24.9% | -18.6% | +43.4% | +31.4% |
| YTD | +23.9% | +26.8% | -2.9% | +4.4% |
| 1Y | +30.8% | +31.6% | -0.8% | +8.1% |
| 3Y | +270.4% | +156.5% | +113.9% | +108.3% |
| 5Y | +296.1% | +258.6% | +37.5% | +80.2% |
| 10Y | +375.0% | +550.3% | -175.2% | +74.4% |
| All | +375.0% | +539.5% | -164.4% | +74.4% |
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