+569.1%
RMBS vs CASY
+468.0%
+101.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | +5.5% |
| 7D | +3.5% | -16.5% | +20.0% | +9.2% |
| 30D | -8.6% | -26.4% | +17.8% | +0.4% |
| 3M | -40.3% | -17.3% | -23.0% | -38.2% |
| 6M | -1.0% | -5.2% | +4.2% | -2.4% |
| YTD | -4.6% | +14.1% | -18.7% | -12.5% |
| 1Y | +17.6% | +16.6% | +1.0% | +6.4% |
| 3Y | +58.6% | +163.7% | -105.1% | +3.3% |
| 5Y | +270.9% | +231.3% | +39.6% | +117.7% |
| 10Y | +569.1% | +462.9% | +106.2% | +220.7% |
| All | +569.1% | +468.0% | +101.1% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling