+190.6%
CFG vs RMBS
+33.4%
+157.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.6% |
| 7D | +0.3% | -3.9% | +4.2% | +0.6% |
| 30D | +3.2% | -24.9% | +28.1% | +7.4% |
| 3M | -9.7% | -20.5% | +10.8% | -7.3% |
| 6M | +3.6% | -37.5% | +41.2% | +8.7% |
| YTD | +14.7% | -12.1% | +26.8% | +8.2% |
| 1Y | +29.6% | -25.0% | +54.6% | +26.0% |
| 3Y | +190.6% | +36.1% | +154.5% | +121.1% |
| All | +190.6% | +33.4% | +157.2% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling