+19.6%
RRX vs CASY
+274.3%
-254.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +4.3% | -4.4% | +8.6% | +5.5% |
| 30D | -8.0% | -12.0% | +4.0% | -5.0% |
| 3M | -22.0% | -2.3% | -19.7% | -23.4% |
| 6M | -11.9% | +10.5% | -22.4% | -17.2% |
| YTD | +17.1% | +33.0% | -15.9% | +3.3% |
| 1Y | +14.9% | +41.1% | -26.3% | -1.2% |
| 3Y | +6.9% | +207.5% | -200.6% | -33.7% |
| 5Y | +19.6% | +290.7% | -271.2% | -35.6% |
| All | +19.6% | +274.3% | -254.7% | -35.6% |
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