+967.9%
RMBS vs CASY
+9,309.9%
-8,342.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -8.4% | +5.0% | -13.4% | -10.3% |
| 30D | -24.9% | +8.2% | -33.0% | -27.4% |
| 3M | -15.8% | -18.2% | +2.4% | -10.6% |
| 6M | -37.5% | -18.6% | -18.9% | -35.0% |
| YTD | -12.1% | +26.8% | -38.9% | -23.3% |
| 1Y | -27.0% | +31.6% | -58.6% | -37.4% |
| 3Y | +28.8% | +156.5% | -127.7% | -16.9% |
| 5Y | +236.2% | +258.6% | -22.4% | +86.3% |
| 10Y | +546.6% | +550.3% | -3.7% | +168.3% |
| All | +967.9% | +9,309.9% | -8,342.0% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling