+32.2%
CB vs RMBS
-18.2%
+50.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.0% | +8.1% | +1.5% |
| 7D | +5.3% | -8.9% | +14.2% | +4.4% |
| 30D | +13.2% | -24.8% | +38.1% | +10.6% |
| 3M | +7.8% | -17.6% | +25.3% | +6.4% |
| 6M | +15.8% | -25.7% | +41.4% | +13.7% |
| YTD | +21.0% | -9.8% | +30.8% | +21.4% |
| 1Y | +32.2% | -17.4% | +49.5% | +32.0% |
| All | +32.2% | -18.2% | +50.4% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling