+580.6%
CF vs RMBS
+494.7%
+85.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.4% |
| 7D | +6.0% | -0.3% | +6.4% | +6.0% |
| 30D | +14.8% | -12.2% | +27.0% | +16.9% |
| 3M | +14.1% | -49.5% | +63.6% | +25.7% |
| 6M | +28.5% | -7.1% | +35.7% | +22.5% |
| YTD | +74.9% | -7.0% | +81.9% | +64.2% |
| 1Y | +61.7% | +13.3% | +48.3% | +41.2% |
| 3Y | +80.3% | +49.2% | +31.1% | +31.6% |
| 5Y | +226.0% | +250.0% | -24.0% | +52.8% |
| All | +580.6% | +494.7% | +85.9% | +129.2% |
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 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