+1,632.8%
CCJ vs RMBS
+1,284.9%
+347.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.1% |
| 7D | -0.8% | +10.3% | -11.1% | -2.0% |
| 30D | -13.2% | -10.7% | -2.5% | -12.1% |
| 3M | -27.6% | -17.2% | -10.4% | -26.2% |
| 6M | -38.7% | -39.0% | +0.3% | -35.5% |
| YTD | -22.7% | -10.5% | -12.2% | -23.0% |
| 1Y | -17.6% | -11.0% | -6.6% | -18.0% |
| 3Y | +62.7% | +31.3% | +31.4% | +51.5% |
| 5Y | +159.7% | +242.8% | -83.0% | +117.3% |
| 10Y | +769.3% | +536.9% | +232.4% | +578.5% |
| All | +1,632.8% | +1,284.9% | +347.8% | +1,064.9% |
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 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