+362.4%
CFG vs RMBS
+582.6%
-220.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.5% | -0.3% | +1.9% | +1.6% |
| 30D | -3.8% | -12.2% | +8.3% | -0.7% |
| 3M | +11.5% | -49.5% | +61.0% | +31.2% |
| 6M | +19.2% | -7.1% | +26.3% | +12.8% |
| YTD | +23.7% | -7.0% | +30.7% | +14.9% |
| 1Y | +38.8% | +13.3% | +25.5% | +17.3% |
| 3Y | +178.9% | +49.2% | +129.7% | +94.9% |
| 5Y | +101.8% | +250.0% | -148.2% | -6.9% |
| 10Y | +317.3% | +495.1% | -177.9% | +41.8% |
| All | +362.4% | +582.6% | -220.2% | +47.0% |
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