+8.4%
CI vs RMBS
+33.4%
-24.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +1.0% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | +4.7% | -24.9% | +29.5% | +3.8% |
| 3M | +5.2% | -20.5% | +25.7% | +4.7% |
| 6M | +3.8% | -37.5% | +41.3% | +2.8% |
| YTD | +9.2% | -12.1% | +21.4% | +8.7% |
| 1Y | +14.3% | -25.0% | +39.3% | +13.3% |
| 3Y | +8.4% | +36.1% | -27.7% | +7.5% |
| All | +8.4% | +33.4% | -24.9% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling