+143.9%
CAT vs RMBS
+28.3%
+115.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -1.0% |
| 7D | -10.3% | -12.0% | +1.7% | -7.4% |
| 30D | -31.2% | -33.1% | +2.0% | -23.8% |
| 3M | -34.7% | -23.7% | -11.0% | -30.5% |
| 6M | -39.5% | -42.7% | +3.2% | -31.5% |
| YTD | -1.7% | -18.9% | +17.2% | -1.7% |
| 1Y | -1.1% | -30.0% | +28.9% | +2.3% |
| 3Y | +143.9% | +28.8% | +115.0% | +101.1% |
| All | +143.9% | +28.3% | +115.6% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling