+568.0%
CF vs RMBS
+512.9%
+55.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.3% |
| 7D | -3.2% | -12.0% | +8.8% | -1.8% |
| 30D | +4.3% | -33.1% | +37.5% | +9.7% |
| 3M | +2.8% | -23.7% | +26.5% | +5.3% |
| 6M | +0.6% | -42.7% | +43.3% | +5.9% |
| YTD | +56.6% | -18.9% | +75.5% | +48.1% |
| 1Y | +49.6% | -30.0% | +79.6% | +45.2% |
| 3Y | +61.5% | +28.8% | +32.7% | +20.8% |
| 5Y | +124.0% | +210.5% | -86.6% | +5.6% |
| All | +568.0% | +512.9% | +55.1% | +110.6% |
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