-48.8%
RIG vs CASY
+565.2%
-614.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.6% |
| 7D | -2.6% | +5.8% | -8.4% | -4.9% |
| 30D | -5.2% | +10.7% | -15.9% | -9.3% |
| 3M | -8.6% | -13.9% | +5.3% | -3.9% |
| 6M | -18.9% | -18.4% | -0.5% | -13.6% |
| YTD | +28.6% | +29.6% | -1.1% | +10.1% |
| 1Y | +25.5% | +32.8% | -7.3% | +6.0% |
| 3Y | -20.2% | +162.3% | -182.4% | -53.5% |
| 5Y | +53.9% | +265.0% | -211.1% | -26.6% |
| 10Y | -48.8% | +555.4% | -604.2% | -80.2% |
| All | -48.8% | +565.2% | -614.0% | -80.2% |
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