+487.0%
CF vs RMBS
+571.2%
-84.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -1.2% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | +6.9% | -24.9% | +31.8% | +10.5% |
| 3M | +4.8% | -20.5% | +25.3% | +6.9% |
| 6M | +4.7% | -37.5% | +42.2% | +8.8% |
| YTD | +56.5% | -12.1% | +68.6% | +46.3% |
| 1Y | +48.4% | -25.0% | +73.4% | +42.8% |
| 3Y | +59.1% | +36.1% | +23.0% | +19.0% |
| 5Y | +109.5% | +236.1% | -126.6% | -1.8% |
| 10Y | +487.0% | +541.3% | -54.3% | +84.8% |
| All | +487.0% | +571.2% | -84.2% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling