+126.1%
RY vs CASY
+254.0%
-128.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.2% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | +4.4% | +11.2% | -6.8% | +2.9% |
| 3M | -2.9% | -19.1% | +16.1% | -0.2% |
| 6M | +15.6% | -19.9% | +35.5% | +18.6% |
| YTD | +21.8% | +25.2% | -3.4% | +14.7% |
| 1Y | +42.6% | +31.6% | +11.0% | +32.9% |
| 3Y | +160.9% | +155.4% | +5.5% | +111.5% |
| 5Y | +126.1% | +251.5% | -125.5% | +68.4% |
| All | +126.1% | +254.0% | -128.0% | +68.4% |
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