+317.2%
RNG vs CASY
+978.3%
-661.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +4.6% | +3.6% | +1.1% | +3.8% |
| 30D | +0.4% | +9.1% | -8.6% | -1.6% |
| 3M | +11.4% | -16.5% | +27.9% | +15.3% |
| 6M | +95.7% | -19.7% | +115.4% | +102.7% |
| YTD | +162.9% | +29.3% | +133.6% | +140.2% |
| 1Y | +180.3% | +33.1% | +147.1% | +153.7% |
| 3Y | +188.3% | +158.5% | +29.8% | +114.5% |
| 5Y | -72.5% | +266.7% | -339.2% | -81.6% |
| 10Y | +236.7% | +553.5% | -316.8% | +82.4% |
| All | +317.2% | +978.3% | -661.2% | +82.9% |
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