+897.6%
CCI vs RMBS
+462.3%
+435.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +0.2% | +3.0% | -2.8% | -0.3% |
| 30D | +0.5% | -14.4% | +14.9% | +2.6% |
| 3M | -16.3% | -42.8% | +26.6% | -10.4% |
| 6M | -13.9% | -1.4% | -12.6% | -17.0% |
| YTD | -12.4% | -5.4% | -7.0% | -15.8% |
| 1Y | -15.2% | +18.6% | -33.8% | -22.3% |
| 3Y | -9.9% | +57.3% | -67.1% | -26.0% |
| 5Y | -50.8% | +265.7% | -316.5% | -65.9% |
| 10Y | +18.3% | +546.0% | -527.7% | -28.1% |
| All | +897.6% | +462.3% | +435.4% | +179.3% |
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