+125.1%
RY vs CASY
+266.7%
-141.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | +0.6% | +3.6% | -3.0% | +0.1% |
| 30D | +5.0% | +9.1% | -4.0% | +3.8% |
| 3M | -5.3% | -16.5% | +11.2% | -3.1% |
| 6M | +13.8% | -19.7% | +33.5% | +17.0% |
| YTD | +21.0% | +29.3% | -8.3% | +13.4% |
| 1Y | +40.5% | +33.1% | +7.4% | +30.9% |
| 3Y | +159.7% | +158.5% | +1.1% | +110.5% |
| All | +125.1% | +266.7% | -141.5% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling