+144.2%
RTX vs CASY
+154.1%
-9.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -5.1% | +1.1% | -6.2% | -5.2% |
| 30D | +5.1% | +8.7% | -3.6% | +4.7% |
| 3M | -14.8% | -17.3% | +2.5% | -14.1% |
| 6M | +8.0% | -19.7% | +27.8% | +9.4% |
| YTD | +4.5% | +24.8% | -20.4% | +1.9% |
| 1Y | +9.8% | +31.9% | -22.1% | +6.6% |
| 3Y | +144.2% | +155.4% | -11.2% | +118.6% |
| All | +144.2% | +154.1% | -9.9% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling