+5,326.8%
CF vs RMBS
+561.8%
+4,765.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.3% | -8.4% | -1.5% |
| 7D | -0.9% | -3.9% | +3.0% | -0.8% |
| 30D | +6.9% | -24.9% | +31.8% | +11.0% |
| 3M | +4.8% | -20.5% | +25.3% | +7.1% |
| 6M | +4.7% | -37.5% | +42.2% | +9.2% |
| YTD | +56.5% | -12.1% | +68.6% | +48.0% |
| 1Y | +48.4% | -25.0% | +73.4% | +43.9% |
| 3Y | +59.1% | +36.1% | +23.0% | +27.4% |
| 5Y | +109.5% | +236.1% | -126.6% | +33.4% |
| 10Y | +487.0% | +541.3% | -54.3% | +220.5% |
| All | +5,326.8% | +561.8% | +4,765.0% | +1,986.2% |
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 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