+132.6%
RTX vs CASY
+250.1%
-117.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -5.1% | +1.1% | -6.2% | -5.3% |
| 30D | +5.1% | +8.7% | -3.6% | +4.1% |
| 3M | -14.8% | -17.3% | +2.5% | -13.0% |
| 6M | +8.0% | -19.7% | +27.8% | +10.7% |
| YTD | +4.5% | +24.8% | -20.4% | -1.0% |
| 1Y | +9.8% | +31.9% | -22.1% | +2.9% |
| 3Y | +144.2% | +155.4% | -11.2% | +93.3% |
| All | +132.6% | +250.1% | -117.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling