+310.4%
CFG vs RMBS
+551.8%
-241.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | +2.7% | +3.0% | -0.3% | +1.8% |
| 30D | -3.7% | -14.4% | +10.7% | +0.4% |
| 3M | +9.5% | -42.8% | +52.3% | +25.8% |
| 6M | +22.2% | -1.4% | +23.6% | +12.8% |
| YTD | +22.3% | -5.4% | +27.8% | +12.1% |
| 1Y | +39.4% | +18.6% | +20.9% | +13.9% |
| 3Y | +188.5% | +57.3% | +131.2% | +89.1% |
| 5Y | +101.5% | +265.7% | -164.2% | -21.1% |
| All | +310.4% | +551.8% | -241.4% | +5.2% |
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 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