+1,127.7%
RSP vs CASY
+7,057.2%
-5,929.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +0.1% | -0.8% | -0.8% |
| 30D | -0.3% | -11.3% | +11.0% | +3.2% |
| 3M | +4.3% | -0.6% | +4.9% | +2.9% |
| 6M | +8.8% | +10.7% | -1.9% | +3.4% |
| YTD | +15.3% | +37.1% | -21.9% | +2.1% |
| 1Y | +18.3% | +52.3% | -34.0% | +0.9% |
| 3Y | +52.8% | +215.2% | -162.4% | 0.0% |
| 5Y | +51.7% | +276.5% | -224.8% | -7.6% |
| 10Y | +208.5% | +508.4% | -299.9% | +55.4% |
| All | +1,127.7% | +7,057.2% | -5,929.5% | +172.3% |
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