+42,387.6%
RMD vs CASY
+10,066.4%
+32,321.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.3% | +1.1% | +1.2% | +2.1% |
| 30D | +4.1% | +8.7% | -4.6% | +2.1% |
| 3M | +5.7% | -17.3% | +23.0% | +9.6% |
| 6M | +12.9% | -19.7% | +32.6% | +16.7% |
| YTD | -1.5% | +24.8% | -26.3% | -8.5% |
| 1Y | -4.8% | +31.9% | -36.6% | -12.7% |
| 3Y | +57.5% | +155.4% | -97.9% | +21.4% |
| 5Y | -5.5% | +250.6% | -256.1% | -32.9% |
| 10Y | +357.8% | +556.8% | -199.1% | +175.7% |
| All | +42,387.6% | +10,066.4% | +32,321.2% | +12,776.6% |
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