+1,530.1%
RL vs CASY
+8,008.1%
-6,478.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -8.0% |
| 7D | -4.7% | +1.8% | -6.5% | -5.3% |
| 30D | +3.6% | +11.2% | -7.6% | +0.2% |
| 3M | +0.5% | -19.1% | +19.6% | +6.5% |
| 6M | +6.6% | -19.9% | +26.5% | +11.3% |
| YTD | +8.8% | +25.2% | -16.3% | -1.5% |
| 1Y | +21.8% | +31.6% | -9.9% | +8.3% |
| 3Y | +245.8% | +155.4% | +90.4% | +144.1% |
| 5Y | +230.0% | +251.5% | -21.6% | +109.0% |
| 10Y | +369.4% | +558.6% | -189.2% | +143.5% |
| All | +1,530.1% | +8,008.1% | -6,478.0% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling