+534.0%
RMBS vs CASY
+555.0%
-21.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | +10.3% | +3.6% | +6.8% | +9.2% |
| 30D | -10.7% | +9.1% | -19.8% | -13.4% |
| 3M | -17.2% | -16.5% | -0.7% | -13.2% |
| 6M | -39.0% | -19.7% | -19.3% | -36.1% |
| YTD | -10.5% | +29.3% | -39.8% | -21.6% |
| 1Y | -11.0% | +33.1% | -44.1% | -23.1% |
| 3Y | +31.3% | +158.5% | -127.2% | -13.5% |
| 5Y | +242.8% | +266.7% | -23.9% | +94.4% |
| All | +534.0% | +555.0% | -21.0% | +196.1% |
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 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