+3,554.7%
RBA vs CASY
+6,279.5%
-2,724.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.0% |
| 6M | -18.5% | +10.7% | -29.3% | -20.7% |
| YTD | -18.2% | +37.1% | -55.4% | -23.2% |
| 1Y | -27.5% | +52.3% | -79.8% | -33.2% |
| 3Y | +38.1% | +215.2% | -177.1% | +12.0% |
| 5Y | +44.8% | +276.5% | -231.7% | +13.3% |
| 10Y | +187.1% | +508.4% | -321.2% | +104.4% |
| All | +3,554.7% | +6,279.5% | -2,724.8% | +1,792.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling