+56.1%
CDE vs RMBS
+566.4%
-510.4%
-84.9%
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% | +0.4% |
| 7D | -3.1% | +1.8% | -4.9% | -3.8% |
| 30D | +9.5% | -13.9% | +23.4% | +15.8% |
| 3M | +25.5% | -39.8% | +65.3% | +49.9% |
| 6M | -7.9% | -6.0% | -1.9% | -10.7% |
| YTD | +15.6% | -5.4% | +20.9% | +9.7% |
| 1Y | +34.0% | -1.8% | +35.9% | +21.8% |
| 3Y | +791.9% | +53.7% | +738.3% | +490.2% |
| 5Y | +197.7% | +268.5% | -70.8% | +14.4% |
| All | +56.1% | +566.4% | -510.4% | -58.6% |
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