+81.8%
RIG vs CASY
+22.7%
+59.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.2% | +13.4% | +1.0% |
| 7D | -8.2% | -16.5% | +8.3% | -6.1% |
| 30D | -0.2% | -26.4% | +26.2% | +3.9% |
| 3M | -2.7% | -17.3% | +14.6% | 0.0% |
| 6M | -7.5% | -5.2% | -2.2% | -5.4% |
| YTD | +38.3% | +14.1% | +24.2% | +43.9% |
| 1Y | +81.8% | +16.6% | +65.2% | +91.5% |
| All | +81.8% | +22.7% | +59.1% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling