+2,398.4%
RVTY vs CASY
+36,294.0%
-33,895.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +13.2% | -11.3% | +24.6% | +16.0% |
| 3M | +27.2% | -0.6% | +27.9% | +25.9% |
| 6M | +32.4% | +10.7% | +21.7% | +27.7% |
| YTD | +34.9% | +37.1% | -2.3% | +23.8% |
| 1Y | +52.4% | +52.3% | +0.1% | +36.3% |
| 3Y | +12.3% | +215.2% | -202.9% | -15.8% |
| 5Y | -30.8% | +276.5% | -307.3% | -50.6% |
| 10Y | +150.7% | +508.4% | -357.7% | +56.2% |
| All | +2,398.4% | +36,294.0% | -33,895.6% | +694.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling