-42.6%
CCL vs RMBS
+566.4%
-609.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -3.2% | +1.8% | -5.0% | -4.0% |
| 30D | -17.8% | -13.9% | -3.9% | -12.9% |
| 3M | -18.7% | -39.8% | +21.1% | -2.4% |
| 6M | -11.4% | -6.0% | -5.4% | -17.5% |
| YTD | -24.3% | -5.4% | -19.0% | -32.3% |
| 1Y | -28.8% | -1.8% | -27.0% | -39.9% |
| 3Y | +49.3% | +53.7% | -4.3% | -13.4% |
| 5Y | +1.6% | +268.5% | -266.9% | -67.1% |
| All | -42.6% | +566.4% | -609.1% | -87.6% |
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