-84.9%
CDE vs RMBS
+1,337.5%
-1,422.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -2.9% |
| 7D | -6.1% | +1.2% | -7.2% | -6.2% |
| 30D | +9.5% | -11.5% | +21.0% | +10.9% |
| 3M | +32.0% | -38.2% | +70.2% | +38.6% |
| 6M | -12.8% | -4.8% | -8.0% | -12.9% |
| YTD | +14.2% | -7.1% | +21.3% | +14.1% |
| 1Y | +36.3% | +10.7% | +25.6% | +33.1% |
| 3Y | +821.4% | +54.5% | +766.9% | +756.5% |
| 5Y | +194.3% | +261.7% | -67.4% | +152.6% |
| 10Y | +53.2% | +551.5% | -498.3% | +25.1% |
| All | -84.9% | +1,337.5% | -1,422.4% | -87.5% |
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