+326.0%
CAT vs RMBS
+250.7%
+75.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -6.6% | -12.2% | +5.6% | -3.7% |
| 3M | -13.3% | -49.5% | +36.2% | +1.2% |
| 6M | +11.6% | -7.1% | +18.8% | +10.6% |
| YTD | +42.9% | -7.0% | +49.9% | +39.7% |
| 1Y | +95.4% | +13.3% | +82.1% | +80.7% |
| 3Y | +196.6% | +49.2% | +147.3% | +143.2% |
| All | +326.0% | +250.7% | +75.3% | +143.0% |
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