+160.5%
RTX vs CASY
+162.5%
-2.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.4% |
| 7D | +1.4% | +5.8% | -4.4% | +1.2% |
| 30D | +7.8% | +10.7% | -2.9% | +7.3% |
| 3M | -9.8% | -13.9% | +4.1% | -9.2% |
| 6M | +13.5% | -18.4% | +32.0% | +15.0% |
| YTD | +10.9% | +29.6% | -18.7% | +8.0% |
| 1Y | +14.0% | +32.8% | -18.8% | +10.7% |
| All | +160.5% | +162.5% | -2.0% | +132.5% |
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