+50.0%
CI vs RMBS
+235.0%
-185.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.3% | -7.6% | +0.8% |
| 7D | +0.1% | -3.9% | +4.0% | +0.1% |
| 30D | +4.7% | -24.9% | +29.5% | +4.5% |
| 3M | +5.2% | -20.5% | +25.7% | +5.1% |
| 6M | +3.8% | -37.5% | +41.3% | +3.6% |
| YTD | +9.2% | -12.1% | +21.4% | +8.0% |
| 1Y | +14.3% | -25.0% | +39.3% | +13.2% |
| 3Y | +8.4% | +36.1% | -27.7% | +4.5% |
| 5Y | +50.0% | +236.1% | -186.1% | +17.7% |
| All | +50.0% | +235.0% | -185.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling