+17.6%
RMBS vs CASY
+22.7%
-5.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -14.2% | +15.1% | +1.1% |
| 7D | +3.5% | -16.5% | +20.0% | +3.8% |
| 30D | -8.6% | -26.4% | +17.8% | -7.9% |
| 3M | -40.3% | -17.3% | -23.0% | -40.5% |
| 6M | -1.0% | -5.2% | +4.2% | -1.6% |
| YTD | -4.6% | +14.1% | -18.7% | -4.4% |
| 1Y | +17.6% | +16.6% | +1.0% | +17.2% |
| All | +17.6% | +22.7% | -5.2% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling