+221.9%
RL vs CASY
+250.1%
-28.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.2% | +1.1% | -5.2% | -4.5% |
| 30D | +4.3% | +8.7% | -4.4% | +2.0% |
| 3M | -4.6% | -17.3% | +12.7% | -0.3% |
| 6M | +1.7% | -19.7% | +21.5% | +6.1% |
| YTD | +7.3% | +24.8% | -17.5% | -5.0% |
| 1Y | +20.8% | +31.9% | -11.1% | +4.5% |
| 3Y | +247.0% | +155.4% | +91.6% | +118.3% |
| All | +221.9% | +250.1% | -28.3% | +57.9% |
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