+230.8%
RDW vs CASY
+158.0%
+72.8%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.6% |
| 7D | +0.9% | -18.6% | +19.5% | +8.0% |
| 30D | -21.3% | -26.6% | +5.4% | -12.7% |
| 3M | -37.9% | -32.8% | -5.1% | -29.0% |
| 6M | +12.3% | -10.0% | +22.3% | +8.7% |
| YTD | +39.7% | +11.6% | +28.1% | +18.6% |
| 1Y | +25.7% | +11.5% | +14.2% | +6.2% |
| 3Y | +230.8% | +160.7% | +70.2% | +89.6% |
| All | +230.8% | +158.0% | +72.8% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling