+394.0%
CAH vs RMBS
+265.4%
+128.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -5.1% | +1.8% | -6.9% | -5.1% |
| 30D | +0.2% | -13.9% | +14.1% | +0.4% |
| 3M | +6.3% | -39.8% | +46.1% | +7.2% |
| 6M | +9.4% | -6.0% | +15.4% | +7.9% |
| YTD | +15.0% | -5.4% | +20.3% | +12.9% |
| 1Y | +55.4% | -1.8% | +57.3% | +51.5% |
| 3Y | +173.8% | +53.7% | +120.2% | +152.1% |
| All | +394.0% | +265.4% | +128.6% | +282.8% |
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