+331.9%
RCL vs CASY
+555.0%
-223.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -1.2% | +3.6% | -4.7% | -2.6% |
| 30D | +17.8% | +9.1% | +8.8% | +13.6% |
| 3M | +4.9% | -16.5% | +21.5% | +12.0% |
| 6M | +23.7% | -19.7% | +43.4% | +31.4% |
| YTD | +17.8% | +29.3% | -11.4% | -1.5% |
| 1Y | +28.9% | +33.1% | -4.2% | +6.1% |
| 3Y | +241.9% | +158.5% | +83.4% | +92.1% |
| 5Y | +295.4% | +266.7% | +28.7% | +78.4% |
| All | +331.9% | +555.0% | -223.1% | +59.8% |
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