+5,591.8%
RCL vs CASY
+21,803.9%
-16,212.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.9% |
| 7D | +3.9% | +1.8% | +2.1% | +3.2% |
| 30D | +11.8% | +11.2% | +0.6% | +7.6% |
| 3M | -0.8% | -19.1% | +18.2% | +5.7% |
| 6M | +23.6% | -19.9% | +43.5% | +29.5% |
| YTD | +17.6% | +25.2% | -7.5% | +4.7% |
| 1Y | +28.3% | +31.6% | -3.3% | +12.0% |
| 3Y | +261.4% | +155.4% | +106.0% | +143.8% |
| 5Y | +245.3% | +251.5% | -6.2% | +105.7% |
| 10Y | +381.8% | +558.6% | -176.8% | +130.2% |
| All | +5,591.8% | +21,803.9% | -16,212.1% | +1,189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling