+141.0%
CI vs RMBS
+557.5%
-416.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.4% |
| 30D | +0.5% | -8.6% | +9.1% | +1.2% |
| 3M | -5.2% | -40.3% | +35.1% | -1.0% |
| 6M | +4.3% | -1.0% | +5.3% | +0.7% |
| YTD | +2.8% | -4.6% | +7.4% | -1.3% |
| 1Y | -5.8% | +17.6% | -23.4% | -13.4% |
| 3Y | +4.7% | +58.6% | -53.9% | -15.2% |
| 5Y | +42.7% | +270.9% | -228.2% | -16.9% |
| 10Y | +141.0% | +569.1% | -428.1% | +3.7% |
| All | +141.0% | +557.5% | -416.6% | +3.7% |
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 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