-20.1%
RMD vs CASY
+42.6%
-62.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -3.3% |
| 7D | -4.5% | -4.4% | -0.1% | -4.6% |
| 30D | +4.6% | -12.0% | +16.6% | +4.0% |
| 3M | +14.8% | -2.3% | +17.1% | +13.4% |
| 6M | -12.1% | +10.5% | -22.6% | -15.2% |
| YTD | -7.5% | +33.0% | -40.5% | -13.6% |
| 1Y | -20.1% | +41.1% | -61.2% | -27.0% |
| All | -20.1% | +42.6% | -62.7% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling