+251.8%
RL vs CASY
+154.8%
+97.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -7.6% |
| 7D | -4.7% | +1.8% | -6.5% | -4.9% |
| 30D | +3.6% | +11.2% | -7.6% | +2.1% |
| 3M | +0.5% | -19.1% | +19.6% | +3.0% |
| 6M | +6.6% | -19.9% | +26.5% | +9.6% |
| YTD | +8.8% | +25.2% | -16.3% | -0.1% |
| 1Y | +21.8% | +31.6% | -9.9% | +10.2% |
| All | +251.8% | +154.8% | +97.0% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling