+265.7%
RMBS vs CASY
+274.3%
-8.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +2.5% |
| 7D | +3.0% | -4.4% | +7.3% | +4.2% |
| 30D | -14.4% | -12.0% | -2.4% | -11.5% |
| 3M | -42.8% | -2.3% | -40.5% | -43.7% |
| 6M | -1.4% | +10.5% | -11.9% | -6.8% |
| YTD | -5.4% | +33.0% | -38.5% | -16.5% |
| 1Y | +18.6% | +41.1% | -22.6% | +1.9% |
| 3Y | +57.3% | +207.5% | -150.2% | +0.7% |
| 5Y | +265.7% | +290.7% | -25.0% | +110.1% |
| All | +265.7% | +274.3% | -8.6% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling