+100.6%
CB vs RMBS
+235.0%
-134.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.8% | -0.4% |
| 7D | -1.5% | -3.9% | +2.4% | -1.5% |
| 30D | +6.5% | -24.9% | +31.4% | +6.3% |
| 3M | +4.1% | -20.5% | +24.5% | +4.0% |
| 6M | +14.4% | -37.5% | +51.9% | +14.2% |
| YTD | +17.5% | -12.1% | +29.6% | +15.8% |
| 1Y | +27.5% | -25.0% | +52.6% | +26.3% |
| 3Y | +71.6% | +36.1% | +35.5% | +62.2% |
| 5Y | +100.6% | +236.1% | -135.5% | +55.6% |
| All | +100.6% | +235.0% | -134.4% | +55.6% |
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