+1,998.4%
CAH vs RMBS
+1,376.2%
+622.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.4% |
| 30D | +1.2% | -8.6% | +9.8% | +1.6% |
| 3M | +13.1% | -40.3% | +53.4% | +15.9% |
| 6M | +8.5% | -1.0% | +9.5% | +7.0% |
| YTD | +17.6% | -4.6% | +22.2% | +15.9% |
| 1Y | +60.7% | +17.6% | +43.1% | +55.4% |
| 3Y | +183.2% | +58.6% | +124.5% | +163.5% |
| 5Y | +402.2% | +270.9% | +131.3% | +339.2% |
| 10Y | +302.3% | +569.1% | -266.8% | +236.6% |
| All | +1,998.4% | +1,376.2% | +622.1% | +1,459.9% |
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 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