+21.0%
RVMD vs CASY
-19.3%
+40.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.6% |
| 7D | -0.7% | +2.5% | -3.2% | -0.3% |
| 30D | -6.4% | +10.2% | -16.6% | -5.0% |
| 3M | -14.1% | -15.7% | +1.6% | -15.7% |
| 6M | +21.0% | -18.4% | +39.4% | +18.8% |
| All | +21.0% | -19.3% | +40.3% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling