+2,367.9%
CCJ vs RMBS
+1,339.3%
+1,028.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +6.9% | -12.2% | +19.0% | +8.5% |
| 3M | -11.6% | -49.5% | +37.9% | -4.6% |
| 6M | -16.2% | -7.1% | -9.1% | -16.4% |
| YTD | +10.1% | -7.0% | +17.1% | +9.4% |
| 1Y | +32.3% | +13.3% | +18.9% | +27.5% |
| 3Y | +171.3% | +49.2% | +122.0% | +149.1% |
| 5Y | +372.4% | +250.0% | +122.4% | +295.1% |
| 10Y | +1,070.0% | +495.1% | +574.9% | +818.9% |
| All | +2,367.9% | +1,339.3% | +1,028.6% | +1,556.0% |
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