+62.3%
CF vs RMBS
+14.4%
+47.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.9% |
| 7D | -0.9% | +3.0% | -3.9% | -0.7% |
| 30D | +18.1% | -14.4% | +32.5% | +16.9% |
| 3M | +23.4% | -42.8% | +66.2% | +20.1% |
| 6M | +17.1% | -1.4% | +18.5% | +18.3% |
| YTD | +76.2% | -5.4% | +81.7% | +77.7% |
| 1Y | +62.3% | +18.6% | +43.7% | +67.3% |
| All | +62.3% | +14.4% | +47.9% | +67.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling