-5.6%
CAG vs RMBS
-18.2%
+12.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -6.0% | +12.0% | +5.2% |
| 7D | +9.7% | -8.9% | +18.6% | +8.6% |
| 30D | +15.8% | -24.8% | +40.6% | +12.6% |
| 3M | +1.8% | -17.6% | +19.4% | +0.3% |
| 6M | +11.5% | -25.7% | +37.2% | +8.8% |
| YTD | -6.7% | -9.8% | +3.1% | -8.6% |
| 1Y | -5.6% | -17.4% | +11.7% | -7.7% |
| All | -5.6% | -18.2% | +12.6% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling