+303.7%
CCJ vs RMBS
+258.2%
+45.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.2% |
| 7D | -3.2% | +1.2% | -4.4% | -3.5% |
| 30D | -1.3% | -11.5% | +10.2% | +2.2% |
| 3M | +2.5% | -38.2% | +40.7% | +16.5% |
| 6M | -18.9% | -4.8% | -14.1% | -21.3% |
| YTD | +6.5% | -7.1% | +13.6% | +2.6% |
| 1Y | +22.8% | +10.7% | +12.1% | +8.2% |
| 3Y | +164.5% | +54.5% | +110.0% | +91.6% |
| 5Y | +303.7% | +261.7% | +42.1% | +87.8% |
| All | +303.7% | +258.2% | +45.6% | +87.8% |
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