-49.2%
CCI vs RMBS
+267.8%
-317.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.0% |
| 7D | -0.3% | +3.5% | -3.7% | -0.3% |
| 30D | +2.1% | -8.6% | +10.7% | +2.1% |
| 3M | -17.8% | -40.3% | +22.5% | -17.7% |
| 6M | -14.2% | -1.0% | -13.2% | -15.1% |
| YTD | -13.3% | -4.6% | -8.7% | -14.3% |
| 1Y | -16.6% | +17.6% | -34.2% | -17.9% |
| 3Y | -10.8% | +58.6% | -69.5% | -14.8% |
| All | -49.2% | +267.8% | -317.1% | -61.7% |
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