+562.3%
CEG vs RMBS
+204.0%
+358.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +1.7% | -8.4% | +10.1% | +3.8% |
| 30D | -10.2% | -24.9% | +14.7% | -3.7% |
| 3M | -0.8% | -15.8% | +14.9% | +2.7% |
| 6M | -11.5% | -37.5% | +26.0% | -3.2% |
| YTD | -23.9% | -12.1% | -11.8% | -27.5% |
| 1Y | -25.4% | -27.0% | +1.6% | -25.0% |
| 3Y | +124.2% | +28.8% | +95.3% | +78.6% |
| All | +562.3% | +204.0% | +358.3% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling