-9.4%
RVTY vs CASY
+250.1%
-259.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.4% |
| 30D | +1.0% | +8.7% | -7.7% | -0.5% |
| 3M | +35.8% | -17.3% | +53.1% | +40.2% |
| 6M | +56.7% | -19.7% | +76.4% | +62.0% |
| YTD | +60.7% | +24.8% | +35.9% | +46.7% |
| 1Y | +73.7% | +31.9% | +41.8% | +55.6% |
| 3Y | +82.8% | +155.4% | -72.6% | +30.4% |
| All | -9.4% | +250.1% | -259.5% | -46.5% |
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