+83.7%
CAG vs RMBS
+1,376.2%
-1,292.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -6.6% | +3.5% | -10.1% | -6.7% |
| 30D | +2.3% | -8.6% | +10.9% | +2.4% |
| 3M | +16.3% | -40.3% | +56.6% | +17.0% |
| 6M | -16.0% | -1.0% | -15.1% | -16.4% |
| YTD | -7.7% | -4.6% | -3.1% | -8.2% |
| 1Y | -16.0% | +17.6% | -33.6% | -17.0% |
| 3Y | -37.7% | +58.6% | -96.3% | -39.2% |
| 5Y | -41.2% | +270.9% | -312.1% | -44.0% |
| 10Y | -33.8% | +569.1% | -602.9% | -38.2% |
| All | +83.7% | +1,376.2% | -1,292.5% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling