-34.0%
CCL vs RMBS
+534.0%
-568.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.9% |
| 7D | -1.2% | +10.3% | -11.5% | -5.2% |
| 30D | +13.1% | -10.7% | +23.9% | +16.6% |
| 3M | +3.4% | -17.2% | +20.6% | +8.5% |
| 6M | +18.7% | -39.0% | +57.7% | +35.4% |
| YTD | -2.3% | -10.5% | +8.3% | -13.0% |
| 1Y | +14.2% | -11.0% | +25.2% | +1.0% |
| 3Y | +133.6% | +31.3% | +102.2% | +44.8% |
| 5Y | +33.5% | +242.8% | -209.3% | -57.0% |
| All | -34.0% | +534.0% | -568.0% | -86.6% |
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 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