+47.0%
RBA vs CASY
+276.6%
-229.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -12.3% | -11.3% | -1.0% | -10.7% |
| 3M | -20.5% | -0.6% | -19.9% | -21.3% |
| 6M | -18.5% | +10.7% | -29.3% | -21.5% |
| YTD | -18.2% | +37.1% | -55.4% | -25.0% |
| 1Y | -27.5% | +52.3% | -79.8% | -35.3% |
| 3Y | +38.1% | +215.2% | -177.1% | +3.6% |
| All | +47.0% | +276.6% | -229.6% | +2.1% |
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