+63.2%
RIG vs CASY
+274.3%
-211.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | -2.7% | -4.4% | +1.7% | -1.6% |
| 30D | +9.5% | -12.0% | +21.6% | +13.1% |
| 3M | -6.6% | -2.3% | -4.3% | -6.8% |
| 6M | -2.9% | +10.5% | -13.4% | -6.7% |
| YTD | +39.5% | +33.0% | +6.4% | +26.9% |
| 1Y | +82.3% | +41.1% | +41.1% | +62.3% |
| 3Y | -29.6% | +207.5% | -237.1% | -51.5% |
| 5Y | +63.2% | +290.7% | -227.6% | +13.3% |
| All | +63.2% | +274.3% | -211.1% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling