+371.5%
RY vs CASY
+505.6%
-134.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -0.3% | -11.3% | +11.0% | +2.5% |
| 3M | +8.7% | -0.6% | +9.3% | +7.6% |
| 6M | +28.5% | +10.7% | +17.8% | +23.1% |
| YTD | +25.1% | +37.1% | -12.0% | +12.9% |
| 1Y | +46.3% | +52.3% | -6.0% | +27.8% |
| 3Y | +154.9% | +215.2% | -60.3% | +76.1% |
| 5Y | +140.3% | +276.5% | -136.2% | +54.2% |
| All | +371.5% | +505.6% | -134.1% | +156.8% |
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