+123.9%
RNG vs CASY
+209.8%
-85.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -4.2% |
| 7D | -0.8% | -4.4% | +3.5% | -0.6% |
| 30D | +11.4% | -12.0% | +23.4% | +12.2% |
| 3M | +72.1% | -2.3% | +74.4% | +71.1% |
| 6M | +67.9% | +10.5% | +57.4% | +63.9% |
| YTD | +144.3% | +33.0% | +111.3% | +131.9% |
| 1Y | +117.5% | +41.1% | +76.4% | +103.7% |
| 3Y | +123.9% | +207.5% | -83.6% | +102.4% |
| All | +123.9% | +209.8% | -85.9% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling