+1,144.2%
CL vs RMBS
+1,155.2%
-11.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.0% | -9.1% | -2.3% |
| 7D | +1.3% | -12.0% | +13.3% | +1.6% |
| 30D | +11.4% | -33.1% | +44.5% | +12.3% |
| 3M | +4.4% | -23.7% | +28.1% | +4.9% |
| 6M | +10.8% | -42.7% | +53.5% | +11.7% |
| YTD | +25.1% | -18.9% | +44.0% | +24.4% |
| 1Y | +28.0% | -30.0% | +58.0% | +27.7% |
| 3Y | +37.6% | +28.8% | +8.8% | +33.1% |
| 5Y | +39.7% | +210.5% | -170.8% | +30.2% |
| 10Y | +75.8% | +524.7% | -448.9% | +58.7% |
| All | +1,144.2% | +1,155.2% | -11.0% | +896.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling