+2.0%
RDW vs CASY
+242.5%
-240.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +0.9% | -18.6% | +19.5% | +8.6% |
| 30D | -21.3% | -26.6% | +5.4% | -12.0% |
| 3M | -37.9% | -32.8% | -5.1% | -28.3% |
| 6M | +12.3% | -10.0% | +22.3% | +10.5% |
| YTD | +39.7% | +11.6% | +28.1% | +22.5% |
| 1Y | +25.7% | +11.5% | +14.2% | +9.9% |
| 3Y | +230.8% | +160.7% | +70.2% | +96.4% |
| 5Y | -8.8% | +232.4% | -241.2% | -50.5% |
| All | +2.0% | +242.5% | -240.5% | -44.6% |
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