+15.4%
RRX vs CASY
+251.5%
-236.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.7% | +6.3% | +6.8% |
| 7D | +12.3% | +3.6% | +8.7% | +11.3% |
| 30D | +9.5% | +7.2% | +2.3% | +7.4% |
| 3M | +1.8% | -16.9% | +18.7% | +6.1% |
| 6M | -15.3% | -19.3% | +4.0% | -11.8% |
| YTD | +29.6% | +25.6% | +3.9% | +15.5% |
| 1Y | +34.1% | +30.2% | +3.9% | +17.8% |
| 3Y | +74.0% | +154.9% | -80.8% | +15.3% |
| All | +15.4% | +251.5% | -236.1% | -36.4% |
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 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