+593.1%
CEG vs RMBS
+209.5%
+383.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.1% |
| 7D | +12.1% | +10.3% | +1.8% | +9.3% |
| 30D | +0.2% | -10.7% | +11.0% | +2.7% |
| 3M | +0.7% | -17.2% | +17.9% | +4.8% |
| 6M | +2.2% | -39.0% | +41.3% | +12.8% |
| YTD | -20.3% | -10.5% | -9.8% | -24.5% |
| 1Y | -16.1% | -11.0% | -5.1% | -20.4% |
| 3Y | +134.7% | +31.3% | +103.3% | +85.9% |
| All | +593.1% | +209.5% | +383.6% | +314.2% |
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