+379.0%
RCL vs CASY
+551.3%
-172.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +5.0% | +3.6% | +1.4% | +3.5% |
| 30D | +19.4% | +7.2% | +12.2% | +15.8% |
| 3M | +5.9% | -16.9% | +22.9% | +13.2% |
| 6M | +23.8% | -19.3% | +43.1% | +30.8% |
| YTD | +22.8% | +25.6% | -2.8% | +3.9% |
| 1Y | +34.3% | +30.2% | +4.1% | +11.4% |
| 3Y | +276.4% | +154.9% | +121.6% | +112.3% |
| 5Y | +281.6% | +252.1% | +29.5% | +75.3% |
| 10Y | +379.0% | +535.8% | -156.8% | +78.1% |
| All | +379.0% | +551.3% | -172.3% | +78.1% |
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