+67.2%
CAH vs RMBS
+16.3%
+50.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.5% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | +3.3% | -12.2% | +15.5% | +2.7% |
| 3M | +22.8% | -49.5% | +72.3% | +19.4% |
| 6M | +11.3% | -7.1% | +18.4% | +9.8% |
| YTD | +21.1% | -7.0% | +28.1% | +19.6% |
| 1Y | +67.2% | +13.3% | +53.9% | +65.6% |
| All | +67.2% | +16.3% | +50.9% | +65.6% |
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