+1,056.5%
CCJ vs RMBS
+566.4%
+490.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.4% |
| 7D | -4.0% | +1.8% | -5.8% | -4.6% |
| 30D | -2.4% | -13.9% | +11.5% | +2.1% |
| 3M | -2.3% | -39.8% | +37.5% | +12.5% |
| 6M | -16.2% | -6.0% | -10.2% | -18.4% |
| YTD | +5.7% | -5.4% | +11.0% | +1.0% |
| 1Y | +21.3% | -1.8% | +23.1% | +11.6% |
| 3Y | +159.4% | +53.7% | +105.7% | +88.4% |
| 5Y | +300.7% | +268.5% | +32.1% | +98.7% |
| All | +1,056.5% | +566.4% | +490.0% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling