+1,115.8%
RSP vs CASY
+6,415.5%
-5,299.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.4% |
| 30D | +2.6% | +8.7% | -6.1% | -0.1% |
| 3M | -0.8% | -17.3% | +16.5% | +4.3% |
| 6M | +6.3% | -19.7% | +26.0% | +11.3% |
| YTD | +14.1% | +24.8% | -10.7% | +3.4% |
| 1Y | +18.0% | +31.9% | -13.9% | +4.8% |
| 3Y | +61.0% | +155.4% | -94.4% | +12.4% |
| 5Y | +45.6% | +250.6% | -205.0% | -9.9% |
| 10Y | +220.2% | +556.8% | -336.7% | +56.6% |
| All | +1,115.8% | +6,415.5% | -5,299.8% | +175.7% |
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