+380.4%
RCL vs CASY
+553.2%
-172.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +6.0% |
| 30D | +15.9% | +8.7% | +7.2% | +11.8% |
| 3M | +2.7% | -17.3% | +20.0% | +9.9% |
| 6M | +15.2% | -19.7% | +35.0% | +22.0% |
| YTD | +19.2% | +24.8% | -5.6% | +1.1% |
| 1Y | +31.6% | +31.9% | -0.3% | +8.4% |
| 3Y | +274.2% | +155.4% | +118.8% | +110.5% |
| 5Y | +250.1% | +250.6% | -0.5% | +61.0% |
| All | +380.4% | +553.2% | -172.7% | +75.0% |
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