-69.8%
RNG vs CASY
+234.8%
-304.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.2% | +13.5% | +1.9% |
| 7D | -4.1% | -16.5% | +12.5% | -0.9% |
| 30D | +8.6% | -26.4% | +35.0% | +15.0% |
| 3M | +78.0% | -17.3% | +95.3% | +81.8% |
| 6M | +67.0% | -5.2% | +72.2% | +63.5% |
| YTD | +142.4% | +14.1% | +128.4% | +124.4% |
| 1Y | +120.4% | +16.6% | +103.8% | +101.7% |
| 3Y | +122.1% | +163.7% | -41.6% | +47.3% |
| 5Y | -69.8% | +231.3% | -301.2% | -83.0% |
| All | -69.8% | +234.8% | -304.7% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling