+5,467.0%
CF vs RMBS
+562.0%
+4,905.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.8% | -8.4% | +13.2% | +5.7% |
| 30D | +9.7% | -24.9% | +34.6% | +13.9% |
| 3M | +1.2% | -15.8% | +17.0% | +2.5% |
| 6M | +7.4% | -37.5% | +44.9% | +12.0% |
| YTD | +60.5% | -12.1% | +72.6% | +51.8% |
| 1Y | +50.7% | -27.0% | +77.7% | +46.9% |
| 3Y | +64.8% | +28.8% | +36.0% | +33.5% |
| 5Y | +115.8% | +236.2% | -120.4% | +37.4% |
| 10Y | +481.0% | +546.6% | -65.6% | +216.8% |
| All | +5,467.0% | +562.0% | +4,905.0% | +2,039.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling