+183.3%
CAT vs RMBS
+208.7%
-25.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.0% | -6.1% | -0.8% |
| 7D | -10.3% | -12.0% | +1.7% | -7.6% |
| 30D | -31.2% | -33.1% | +2.0% | -24.3% |
| 3M | -34.7% | -23.7% | -11.0% | -30.8% |
| 6M | -39.5% | -42.7% | +3.2% | -32.0% |
| YTD | -1.7% | -18.9% | +17.2% | -1.3% |
| 1Y | -1.1% | -30.0% | +28.9% | +2.4% |
| 3Y | +143.9% | +28.8% | +115.0% | +106.7% |
| All | +183.3% | +208.7% | -25.5% | +72.0% |
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