+41,132.7%
RMD vs CASY
+11,067.7%
+30,065.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.0% | +0.1% | -5.1% | -5.0% |
| 30D | +2.2% | -11.3% | +13.6% | +4.8% |
| 3M | +17.8% | -0.6% | +18.5% | +16.6% |
| 6M | -11.3% | +10.7% | -22.1% | -14.7% |
| YTD | -4.4% | +37.1% | -41.5% | -12.6% |
| 1Y | -15.7% | +52.3% | -68.0% | -25.0% |
| 3Y | +47.7% | +215.2% | -167.4% | +8.6% |
| 5Y | -19.2% | +276.5% | -295.7% | -43.4% |
| 10Y | +280.4% | +508.4% | -228.0% | +133.3% |
| All | +41,132.7% | +11,067.7% | +30,065.0% | +12,188.2% |
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 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