+113.8%
CF vs RMBS
+249.7%
-135.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.4% |
| 7D | +5.4% | +21.9% | -16.6% | +4.9% |
| 30D | +6.5% | -13.4% | +20.0% | +6.9% |
| 3M | +4.6% | -15.9% | +20.5% | +4.9% |
| 6M | -3.3% | -34.8% | +31.5% | -2.2% |
| YTD | +63.9% | -7.5% | +71.4% | +59.6% |
| 1Y | +50.4% | -16.9% | +67.3% | +47.6% |
| 3Y | +68.2% | +35.5% | +32.7% | +50.5% |
| 5Y | +113.8% | +254.2% | -140.4% | +40.1% |
| All | +113.8% | +249.7% | -135.8% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling