+639.5%
CEG vs RMBS
+221.6%
+417.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +8.0% | -0.3% | +8.4% | +8.1% |
| 30D | +12.9% | -12.2% | +25.1% | +16.6% |
| 3M | +13.2% | -49.5% | +62.7% | +33.1% |
| 6M | -7.0% | -7.1% | +0.2% | -9.9% |
| YTD | -15.0% | -7.0% | -8.0% | -19.6% |
| 1Y | -2.7% | +13.3% | -16.1% | -14.4% |
| 3Y | +184.1% | +49.2% | +134.8% | +120.1% |
| All | +639.5% | +221.6% | +417.8% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling