-40.5%
RIG vs CASY
+24,079.8%
-24,120.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +13.8% | -11.3% | +25.2% | +17.2% |
| 3M | -6.4% | -0.6% | -5.8% | -7.0% |
| 6M | -8.2% | +10.7% | -18.9% | -11.4% |
| YTD | +41.6% | +37.1% | +4.5% | +29.2% |
| 1Y | +88.7% | +52.3% | +36.4% | +67.0% |
| 3Y | -30.9% | +215.2% | -246.0% | -49.9% |
| 5Y | +57.7% | +276.5% | -218.8% | +8.4% |
| 10Y | -39.3% | +508.4% | -547.6% | -62.7% |
| All | -40.5% | +24,079.8% | -24,120.3% | -81.4% |
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 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