+967.6%
RMBS vs CASY
+9,224.4%
-8,256.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.1% |
| 7D | -3.9% | +3.6% | -7.5% | -5.4% |
| 30D | -24.9% | +7.2% | -32.1% | -27.2% |
| 3M | -20.5% | -16.9% | -3.5% | -16.2% |
| 6M | -37.5% | -19.3% | -18.2% | -34.8% |
| YTD | -12.1% | +25.6% | -37.8% | -23.0% |
| 1Y | -25.0% | +30.2% | -55.2% | -35.5% |
| 3Y | +36.1% | +154.9% | -118.8% | -12.0% |
| 5Y | +236.1% | +252.1% | -16.0% | +87.6% |
| 10Y | +541.3% | +535.8% | +5.5% | +168.5% |
| All | +967.6% | +9,224.4% | -8,256.8% | +1.6% |
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