+147.4%
RTX vs CASY
+266.7%
-119.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +4.8% | +3.6% | +1.2% | +4.3% |
| 30D | +6.5% | +9.1% | -2.6% | +5.3% |
| 3M | -9.6% | -16.5% | +6.9% | -7.7% |
| 6M | +12.3% | -19.7% | +32.0% | +15.3% |
| YTD | +9.5% | +29.3% | -19.8% | +3.3% |
| 1Y | +15.8% | +33.1% | -17.3% | +8.6% |
| 3Y | +157.0% | +158.5% | -1.5% | +104.0% |
| All | +147.4% | +266.7% | -119.2% | +70.5% |
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 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