-1.1%
RGEN vs CASY
+215.7%
-216.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +5.7% | -11.3% | +17.0% | +7.9% |
| 3M | +32.4% | -0.6% | +33.1% | +30.7% |
| 6M | +33.2% | +10.7% | +22.5% | +26.9% |
| YTD | +2.3% | +37.1% | -34.8% | -8.5% |
| 1Y | +39.0% | +52.3% | -13.3% | +19.4% |
| All | -1.1% | +215.7% | -216.8% | -24.3% |
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