+249.3%
RL vs CASY
+161.8%
+87.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.2% |
| 7D | +2.6% | +3.6% | -1.0% | +2.1% |
| 30D | +2.9% | +9.1% | -6.1% | +1.8% |
| 3M | 0.0% | -16.5% | +16.5% | +2.1% |
| 6M | +17.1% | -19.7% | +36.8% | +20.9% |
| YTD | +10.1% | +29.3% | -19.1% | +0.6% |
| 1Y | +17.3% | +33.1% | -15.8% | +6.3% |
| 3Y | +249.3% | +158.5% | +90.8% | +147.7% |
| All | +249.3% | +161.8% | +87.5% | +147.7% |
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