-23.4%
RCL vs CASY
+42.6%
-66.0%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.5% |
| 7D | -0.5% | -4.4% | +3.9% | -0.7% |
| 30D | -17.3% | -12.0% | -5.3% | -18.0% |
| 3M | -2.8% | -2.3% | -0.4% | -3.7% |
| 6M | -4.4% | +10.5% | -14.9% | -8.4% |
| YTD | -4.2% | +33.0% | -37.2% | -10.1% |
| 1Y | -23.4% | +41.1% | -64.5% | -28.9% |
| All | -23.4% | +42.6% | -66.0% | -28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling