+420.8%
RSG vs CASY
+453.5%
-32.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.2% |
| 7D | 0.0% | -18.6% | +18.6% | +4.6% |
| 30D | +4.0% | -26.6% | +30.6% | +11.4% |
| 3M | +7.4% | -32.8% | +40.2% | +17.3% |
| 6M | +0.1% | -10.0% | +10.1% | +0.7% |
| YTD | +6.0% | +11.6% | -5.6% | +0.4% |
| 1Y | -3.0% | +11.5% | -14.5% | -8.2% |
| 3Y | +56.5% | +160.7% | -104.2% | +13.6% |
| 5Y | +90.9% | +232.4% | -141.5% | +26.9% |
| All | +420.8% | +453.5% | -32.6% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling