+29.2%
CB vs RMBS
-27.4%
+56.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.5% | +1.6% |
| 7D | +0.7% | -8.4% | +9.1% | +0.1% |
| 30D | +8.2% | -24.9% | +33.0% | +5.8% |
| 3M | +6.3% | -15.8% | +22.1% | +5.3% |
| 6M | +16.2% | -37.5% | +53.7% | +13.1% |
| YTD | +19.3% | -12.1% | +31.4% | +19.7% |
| 1Y | +29.2% | -27.0% | +56.2% | +27.9% |
| All | +29.2% | -27.4% | +56.6% | +27.9% |
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