+50.8%
RMBS vs CASY
+163.1%
-112.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.2% | -17.2% | +18.4% | +5.5% |
| 30D | -11.5% | -24.4% | +12.9% | -5.7% |
| 3M | -38.2% | -31.4% | -6.8% | -32.5% |
| 6M | -4.8% | -8.9% | +4.1% | -5.8% |
| YTD | -7.1% | +13.8% | -20.9% | -15.6% |
| 1Y | +10.7% | +17.0% | -6.3% | -1.0% |
| All | +50.8% | +163.1% | -112.3% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling