-43.5%
CAG vs RMBS
+265.4%
-308.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | -5.7% | +1.8% | -7.5% | -5.6% |
| 30D | -2.4% | -13.9% | +11.5% | -3.2% |
| 3M | +9.8% | -39.8% | +49.6% | +7.1% |
| 6M | -10.8% | -6.0% | -4.8% | -10.7% |
| YTD | -10.8% | -5.4% | -5.5% | -10.5% |
| 1Y | -19.0% | -1.8% | -17.1% | -18.3% |
| 3Y | -39.7% | +53.7% | -93.3% | -37.7% |
| All | -43.5% | +265.4% | -308.9% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling