+1,157.1%
CAT vs RMBS
+557.5%
+599.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +2.9% | +3.5% | -0.5% | +1.9% |
| 30D | -2.6% | -8.6% | +6.0% | -0.1% |
| 3M | -10.7% | -40.3% | +29.6% | +2.8% |
| 6M | +16.1% | -1.0% | +17.1% | +12.1% |
| YTD | +43.2% | -4.6% | +47.8% | +37.3% |
| 1Y | +96.8% | +17.6% | +79.3% | +74.4% |
| 3Y | +201.4% | +58.6% | +142.7% | +122.9% |
| 5Y | +332.7% | +270.9% | +61.7% | +113.4% |
| 10Y | +1,157.1% | +569.1% | +588.0% | +342.6% |
| All | +1,157.1% | +557.5% | +599.6% | +342.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling