-41.8%
RIG vs CASY
+465.7%
-507.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +5.1% |
| 7D | -8.2% | -16.5% | +8.3% | -1.6% |
| 30D | -0.2% | -26.4% | +26.2% | +12.5% |
| 3M | -2.7% | -17.3% | +14.6% | +3.1% |
| 6M | -7.5% | -5.2% | -2.2% | -8.4% |
| YTD | +38.3% | +14.1% | +24.2% | +25.6% |
| 1Y | +81.8% | +16.6% | +65.2% | +62.5% |
| 3Y | -30.2% | +163.7% | -193.9% | -59.8% |
| 5Y | +59.9% | +231.3% | -171.4% | -20.2% |
| All | -41.8% | +465.7% | -507.5% | -76.4% |
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