+354.3%
RY vs CASY
+565.2%
-210.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | 0.0% |
| 7D | -3.0% | +5.8% | -8.8% | -4.3% |
| 30D | +6.3% | +10.7% | -4.4% | +3.6% |
| 3M | -2.6% | -13.9% | +11.3% | +0.5% |
| 6M | +13.9% | -18.4% | +32.4% | +18.1% |
| YTD | +21.7% | +29.6% | -7.9% | +10.7% |
| 1Y | +40.4% | +32.8% | +7.6% | +26.6% |
| 3Y | +161.3% | +162.3% | -0.9% | +89.1% |
| 5Y | +126.5% | +265.0% | -138.6% | +44.7% |
| 10Y | +354.3% | +555.4% | -201.0% | +144.5% |
| All | +354.3% | +565.2% | -210.8% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling