+235.4%
RNG vs CASY
+565.2%
-329.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.0% |
| 7D | -3.5% | +5.8% | -9.3% | -4.6% |
| 30D | -3.8% | +10.7% | -14.5% | -5.8% |
| 3M | +18.6% | -13.9% | +32.4% | +21.6% |
| 6M | +69.2% | -18.4% | +87.6% | +74.2% |
| YTD | +161.9% | +29.6% | +132.2% | +140.1% |
| 1Y | +176.2% | +32.8% | +143.4% | +151.3% |
| 3Y | +174.5% | +162.3% | +12.3% | +105.9% |
| 5Y | -71.9% | +265.0% | -337.0% | -80.9% |
| 10Y | +235.4% | +555.4% | -320.0% | +88.8% |
| All | +235.4% | +565.2% | -329.8% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling