+357.3%
RL vs CASY
+553.2%
-195.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.2% | +1.1% | -5.2% | -4.6% |
| 30D | +4.3% | +8.7% | -4.4% | +1.0% |
| 3M | -4.6% | -17.3% | +12.7% | +1.6% |
| 6M | +1.7% | -19.7% | +21.5% | +7.3% |
| YTD | +7.3% | +24.8% | -17.5% | -7.1% |
| 1Y | +20.8% | +31.9% | -11.1% | +1.8% |
| 3Y | +247.0% | +155.4% | +91.6% | +106.5% |
| 5Y | +225.5% | +250.6% | -25.1% | +61.4% |
| All | +357.3% | +553.2% | -195.9% | +76.1% |
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