+2.8%
RDW vs CASY
+250.1%
-247.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -14.2% | +9.5% | +0.7% |
| 7D | +3.6% | -16.5% | +20.1% | +10.4% |
| 30D | -18.4% | -26.4% | +7.9% | -9.0% |
| 3M | -32.1% | -17.3% | -14.8% | -29.1% |
| 6M | +10.9% | -5.2% | +16.1% | +6.4% |
| YTD | +40.8% | +14.1% | +26.7% | +22.4% |
| 1Y | +31.1% | +16.6% | +14.5% | +12.4% |
| 3Y | +245.2% | +163.7% | +81.5% | +104.1% |
| 5Y | -16.7% | +231.3% | -248.0% | -54.9% |
| All | +2.8% | +250.1% | -247.3% | -44.7% |
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