+248.9%
RL vs CASY
+254.7%
-5.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +1.3% | +5.0% | -3.7% | +0.1% |
| 30D | +7.6% | +8.2% | -0.6% | +5.5% |
| 3M | -1.5% | -18.2% | +16.7% | +3.2% |
| 6M | +12.1% | -18.6% | +30.7% | +16.5% |
| YTD | +13.9% | +26.8% | -12.9% | +0.4% |
| 1Y | +20.7% | +31.6% | -10.9% | +4.7% |
| 3Y | +260.6% | +156.5% | +104.0% | +127.6% |
| 5Y | +248.9% | +258.6% | -9.8% | +70.2% |
| All | +248.9% | +254.7% | -5.9% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling