+1,634.9%
RGEN vs CASY
+33,031.0%
-31,396.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.0% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | +3.7% | +8.7% | -4.9% | +1.8% |
| 3M | +8.8% | -17.3% | +26.1% | +12.4% |
| 6M | +38.0% | -19.7% | +57.7% | +42.1% |
| YTD | +5.9% | +24.8% | -19.0% | -1.0% |
| 1Y | +19.7% | +31.9% | -12.2% | +10.4% |
| 3Y | +20.5% | +155.4% | -134.9% | -4.3% |
| 5Y | -35.0% | +250.6% | -285.5% | -52.0% |
| 10Y | +540.9% | +556.8% | -15.9% | +307.5% |
| All | +1,634.9% | +33,031.0% | -31,396.1% | +420.8% |
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