+579.8%
RVMD vs CASY
+234.8%
+345.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.2% | +14.4% | +3.0% |
| 7D | -0.7% | -16.5% | +15.8% | +2.7% |
| 30D | +0.3% | -26.4% | +26.7% | +6.5% |
| 3M | +38.9% | -17.3% | +56.2% | +41.9% |
| 6M | +108.1% | -5.2% | +113.3% | +103.1% |
| YTD | +160.7% | +14.1% | +146.7% | +140.7% |
| 1Y | +407.3% | +16.6% | +390.7% | +365.1% |
| 3Y | +546.6% | +163.7% | +382.9% | +373.3% |
| 5Y | +579.8% | +231.3% | +348.5% | +353.7% |
| All | +579.8% | +234.8% | +345.0% | +353.7% |
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