+2,914.0%
RVTY vs CASY
+33,946.0%
-31,032.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +4.1% | +2.5% | +1.6% | +3.5% |
| 30D | +1.3% | +10.2% | -8.9% | -1.0% |
| 3M | +33.3% | -15.7% | +49.0% | +37.3% |
| 6M | +58.3% | -18.4% | +76.7% | +62.6% |
| YTD | +62.7% | +28.3% | +34.4% | +50.7% |
| 1Y | +67.2% | +32.6% | +34.7% | +53.6% |
| 3Y | +87.3% | +159.5% | -72.2% | +46.1% |
| 5Y | -13.4% | +263.9% | -277.3% | -37.9% |
| 10Y | +217.2% | +548.5% | -331.3% | +94.3% |
| All | +2,914.0% | +33,946.0% | -31,032.0% | +867.2% |
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