+41.1%
CLS vs RMBS
+16.3%
+24.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | -13.9% | -12.2% | -1.7% | -8.5% |
| 3M | -26.6% | -49.5% | +23.0% | -0.7% |
| 6M | +15.4% | -7.1% | +22.6% | +18.3% |
| YTD | +5.7% | -7.0% | +12.7% | +3.1% |
| 1Y | +41.1% | +13.3% | +27.8% | +41.3% |
| All | +41.1% | +16.3% | +24.8% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling