+346.0%
RL vs CASY
+565.2%
-219.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.2% |
| 7D | -4.4% | +5.8% | -10.2% | -6.4% |
| 30D | +5.6% | +10.7% | -5.1% | +1.5% |
| 3M | -0.6% | -13.9% | +13.2% | +4.2% |
| 6M | +15.5% | -18.4% | +33.9% | +21.3% |
| YTD | +12.3% | +29.6% | -17.3% | -4.1% |
| 1Y | +19.3% | +32.8% | -13.5% | +0.5% |
| 3Y | +255.5% | +162.3% | +93.3% | +109.5% |
| 5Y | +247.1% | +265.0% | -18.0% | +69.1% |
| 10Y | +346.0% | +555.4% | -209.3% | +66.8% |
| All | +346.0% | +565.2% | -219.1% | +66.8% |
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