+215.0%
RNG vs CASY
+453.5%
-238.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.8% | +0.2% |
| 7D | -6.1% | -18.6% | +12.5% | -2.3% |
| 30D | +9.6% | -26.6% | +36.3% | +16.4% |
| 3M | +83.3% | -32.8% | +116.1% | +97.9% |
| 6M | +77.9% | -10.0% | +88.0% | +78.0% |
| YTD | +139.9% | +11.6% | +128.3% | +127.0% |
| 1Y | +121.7% | +11.5% | +110.2% | +109.0% |
| 3Y | +121.9% | +160.7% | -38.8% | +64.3% |
| 5Y | -68.4% | +232.4% | -300.8% | -78.2% |
| All | +215.0% | +453.5% | -238.5% | +79.4% |
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