-45.9%
RIG vs CASY
+22,519.7%
-22,565.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +4.3% | +2.5% | +1.8% | +3.7% |
| 30D | -5.8% | +10.2% | -16.1% | -8.3% |
| 3M | -6.7% | -15.7% | +9.0% | -3.3% |
| 6M | -18.7% | -18.4% | -0.3% | -15.5% |
| YTD | +28.8% | +28.3% | +0.5% | +18.8% |
| 1Y | +28.8% | +32.6% | -3.7% | +17.6% |
| 3Y | -20.0% | +159.5% | -179.5% | -39.4% |
| 5Y | +56.0% | +263.9% | -207.9% | +7.5% |
| 10Y | -48.7% | +548.5% | -597.2% | -68.9% |
| All | -45.9% | +22,519.7% | -22,565.7% | -82.9% |
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