-24.8%
CCL vs RMBS
+16.3%
-41.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.1% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -20.3% | -12.2% | -8.2% | -18.5% |
| 3M | -15.1% | -49.5% | +34.4% | -4.0% |
| 6M | -15.1% | -7.1% | -8.0% | -18.1% |
| YTD | -21.8% | -7.0% | -14.8% | -25.7% |
| 1Y | -24.8% | +13.3% | -38.1% | -31.6% |
| All | -24.8% | +16.3% | -41.1% | -31.6% |
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