-25.9%
CCJ vs RMBS
-18.2%
-7.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.0% | +4.8% | +0.5% |
| 7D | -14.5% | -8.9% | -5.6% | -12.1% |
| 30D | -18.1% | -24.8% | +6.8% | -11.2% |
| 3M | -23.0% | -17.6% | -5.4% | -19.2% |
| 6M | -39.4% | -25.7% | -13.7% | -34.9% |
| YTD | -21.7% | -9.8% | -11.9% | -26.1% |
| 1Y | -25.9% | -17.4% | -8.6% | -28.2% |
| All | -25.9% | -18.2% | -7.7% | -28.2% |
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