-5.5%
CI vs RMBS
+16.3%
-21.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | +1.3% | -0.3% | +1.7% | +1.3% |
| 30D | +4.4% | -12.2% | +16.6% | +4.0% |
| 3M | +0.7% | -49.5% | +50.2% | -0.8% |
| 6M | +0.3% | -7.1% | +7.5% | -2.0% |
| YTD | +3.8% | -7.0% | +10.8% | +1.7% |
| 1Y | -5.5% | +13.3% | -18.8% | -6.7% |
| All | -5.5% | +16.3% | -21.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling