+328.7%
CFG vs RMBS
+544.9%
-216.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +0.8% |
| 7D | +0.3% | -3.9% | +4.2% | +0.7% |
| 30D | +3.2% | -24.9% | +28.1% | +10.1% |
| 3M | -9.7% | -20.5% | +10.8% | -5.9% |
| 6M | +3.6% | -37.5% | +41.2% | +11.7% |
| YTD | +14.7% | -12.1% | +26.8% | +6.2% |
| 1Y | +29.6% | -25.0% | +54.6% | +25.2% |
| 3Y | +190.6% | +36.1% | +154.5% | +106.9% |
| 5Y | +67.1% | +236.1% | -169.1% | -23.6% |
| 10Y | +237.0% | +541.3% | -304.3% | +11.8% |
| All | +328.7% | +544.9% | -216.2% | +35.9% |
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