+40.4%
RY vs CASY
+34.1%
+6.4%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | +0.5% |
| 7D | -3.0% | +5.8% | -8.8% | -3.1% |
| 30D | +6.3% | +10.7% | -4.4% | +6.0% |
| 3M | -2.6% | -13.9% | +11.3% | -2.1% |
| 6M | +13.9% | -18.4% | +32.4% | +16.0% |
| YTD | +21.7% | +29.6% | -7.9% | +15.2% |
| 1Y | +40.4% | +32.8% | +7.6% | +32.6% |
| All | +40.4% | +34.1% | +6.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling