-14.8%
RVTY vs CASY
+266.7%
-281.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.8% |
| 7D | -0.5% | +3.6% | -4.0% | -1.0% |
| 30D | +1.5% | +9.1% | -7.5% | -0.1% |
| 3M | +31.5% | -16.5% | +48.0% | +35.7% |
| 6M | +62.7% | -19.7% | +82.4% | +69.0% |
| YTD | +60.0% | +29.3% | +30.7% | +45.1% |
| 1Y | +65.7% | +33.1% | +32.6% | +48.6% |
| 3Y | +85.2% | +158.5% | -73.3% | +32.2% |
| All | -14.8% | +266.7% | -281.4% | -49.5% |
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