-1.8%
CEG vs RMBS
+19.9%
-21.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | +1.3% | +3.5% | -2.1% | +0.7% |
| 30D | +8.8% | -8.6% | +17.4% | +10.7% |
| 3M | +17.0% | -40.3% | +57.3% | +28.5% |
| 6M | -8.7% | -1.0% | -7.7% | -12.0% |
| YTD | -16.4% | -4.6% | -11.8% | -21.5% |
| 1Y | -1.8% | +17.6% | -19.3% | -7.1% |
| All | -1.8% | +19.9% | -21.6% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling