+219.7%
CFG vs RMBS
+536.4%
-316.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.7% | -8.4% | +9.1% | +2.5% |
| 30D | +2.8% | -24.9% | +27.6% | +9.9% |
| 3M | -10.1% | -15.8% | +5.7% | -7.6% |
| 6M | +3.2% | -37.5% | +40.7% | +11.5% |
| YTD | +14.2% | -12.1% | +26.3% | +4.8% |
| 1Y | +27.4% | -27.0% | +54.4% | +23.5% |
| 3Y | +187.6% | +28.8% | +158.8% | +101.6% |
| 5Y | +65.7% | +236.2% | -170.5% | -34.6% |
| 10Y | +219.7% | +546.6% | -326.9% | -17.6% |
| All | +219.7% | +536.4% | -316.7% | -17.6% |
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