+53.4%
CL vs RMBS
+543.2%
-489.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -1.4% | +3.0% | -4.3% | -1.4% |
| 30D | -5.2% | -14.4% | +9.2% | -5.1% |
| 3M | +3.3% | -42.8% | +46.2% | +3.7% |
| 6M | -4.4% | -1.4% | -3.0% | -5.3% |
| YTD | +13.9% | -5.4% | +19.4% | +12.6% |
| 1Y | +7.6% | +18.6% | -10.9% | +5.1% |
| 3Y | +29.6% | +57.3% | -27.7% | +21.9% |
| 5Y | +28.1% | +265.7% | -237.6% | +6.1% |
| 10Y | +53.4% | +546.0% | -492.6% | +11.3% |
| All | +53.4% | +543.2% | -489.8% | +11.3% |
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