+142.8%
CI vs RMBS
+534.0%
-391.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.5% |
| 7D | +1.2% | +10.3% | -9.2% | +0.3% |
| 30D | +2.6% | -10.7% | +13.3% | +3.2% |
| 3M | +7.4% | -17.2% | +24.6% | +8.5% |
| 6M | -0.1% | -39.0% | +38.9% | +2.6% |
| YTD | +9.7% | -10.5% | +20.3% | +5.3% |
| 1Y | +12.1% | -11.0% | +23.1% | +7.4% |
| 3Y | +7.0% | +31.3% | -24.3% | -9.8% |
| 5Y | +49.7% | +242.8% | -193.1% | -12.2% |
| All | +142.8% | +534.0% | -391.2% | +2.9% |
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 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