+315.5%
RNG vs CASY
+981.4%
-665.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.9% |
| 7D | -3.5% | +5.8% | -9.3% | -4.7% |
| 30D | -3.8% | +10.7% | -14.5% | -6.0% |
| 3M | +18.6% | -13.9% | +32.4% | +21.9% |
| 6M | +69.2% | -18.4% | +87.6% | +74.5% |
| YTD | +161.9% | +29.6% | +132.2% | +139.1% |
| 1Y | +176.2% | +32.8% | +143.4% | +150.2% |
| 3Y | +174.5% | +162.3% | +12.3% | +103.4% |
| 5Y | -71.9% | +265.0% | -337.0% | -81.2% |
| 10Y | +235.4% | +555.4% | -320.0% | +81.6% |
| All | +315.5% | +981.4% | -665.9% | +82.1% |
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