+639.7%
CEG vs RMBS
+227.0%
+412.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | +6.7% | +3.0% | +3.7% | +5.9% |
| 30D | +11.0% | -14.4% | +25.4% | +15.3% |
| 3M | +19.5% | -42.8% | +62.3% | +36.2% |
| 6M | -5.9% | -1.4% | -4.5% | -10.4% |
| YTD | -15.0% | -5.4% | -9.5% | -19.9% |
| 1Y | +0.6% | +18.6% | -17.9% | -12.5% |
| 3Y | +180.6% | +57.3% | +123.3% | +114.8% |
| All | +639.7% | +227.0% | +412.7% | +339.4% |
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