+607.3%
CEG vs RMBS
+221.2%
+386.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.0% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +2.9% | -11.5% | +14.4% | +6.0% |
| 3M | +18.2% | -38.2% | +56.4% | +31.9% |
| 6M | -9.5% | -4.8% | -4.8% | -13.1% |
| YTD | -18.7% | -7.1% | -11.6% | -23.0% |
| 1Y | -10.1% | +10.7% | -20.8% | -20.4% |
| 3Y | +168.3% | +54.5% | +113.9% | +106.4% |
| All | +607.3% | +221.2% | +386.1% | +322.2% |
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