+2,814.4%
CB vs RMBS
+1,339.3%
+1,475.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.5% |
| 30D | -3.1% | -12.2% | +9.1% | -2.3% |
| 3M | +9.0% | -49.5% | +58.5% | +13.7% |
| 6M | +2.9% | -7.1% | +10.0% | +1.5% |
| YTD | +10.1% | -7.0% | +17.1% | +8.0% |
| 1Y | +22.8% | +13.3% | +9.4% | +17.7% |
| 3Y | +73.8% | +49.2% | +24.5% | +58.3% |
| 5Y | +99.2% | +250.0% | -150.8% | +66.7% |
| 10Y | +218.2% | +495.1% | -276.9% | +151.3% |
| All | +2,814.4% | +1,339.3% | +1,475.1% | +1,378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling