+5,331.8%
CF vs RMBS
+510.9%
+4,820.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.0% | -6.3% | -0.4% |
| 7D | -3.2% | -12.0% | +8.8% | -1.6% |
| 30D | +4.3% | -33.1% | +37.5% | +10.5% |
| 3M | +2.8% | -23.7% | +26.5% | +5.7% |
| 6M | +0.6% | -42.7% | +43.3% | +6.5% |
| YTD | +56.6% | -18.9% | +75.5% | +50.2% |
| 1Y | +49.6% | -30.0% | +79.6% | +46.7% |
| 3Y | +61.5% | +28.8% | +32.7% | +30.4% |
| 5Y | +124.0% | +210.5% | -86.6% | +44.5% |
| 10Y | +573.2% | +524.7% | +48.4% | +269.2% |
| All | +5,331.8% | +510.9% | +4,820.9% | +2,016.9% |
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