+234.8%
RCL vs CASY
+276.6%
-41.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -19.0% | -11.3% | -7.7% | -16.4% |
| 3M | -9.6% | -0.6% | -8.9% | -11.3% |
| 6M | -6.7% | +10.7% | -17.4% | -12.7% |
| YTD | -3.9% | +37.1% | -41.0% | -17.4% |
| 1Y | -25.1% | +52.3% | -77.4% | -38.6% |
| 3Y | +179.1% | +215.2% | -36.1% | +61.2% |
| All | +234.8% | +276.6% | -41.8% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling