+1,030.0%
RMBS vs CASY
+10,076.3%
-9,046.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -12.2% | -11.3% | -0.8% | -8.3% |
| 3M | -49.5% | -0.6% | -48.9% | -50.7% |
| 6M | -7.1% | +10.7% | -17.9% | -12.8% |
| YTD | -7.0% | +37.1% | -44.1% | -20.0% |
| 1Y | +13.3% | +52.3% | -39.0% | -7.0% |
| 3Y | +49.2% | +215.2% | -165.9% | -10.1% |
| 5Y | +250.0% | +276.5% | -26.5% | +92.9% |
| 10Y | +495.1% | +508.4% | -13.2% | +157.7% |
| All | +1,030.0% | +10,076.3% | -9,046.2% | +5.6% |
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