-29.6%
CLS vs RMBS
-18.2%
-11.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -6.0% | -3.1% | -5.8% |
| 7D | -21.1% | -8.9% | -12.2% | -16.9% |
| 30D | -38.2% | -24.8% | -13.4% | -28.0% |
| 3M | -36.3% | -17.6% | -18.7% | -29.6% |
| 6M | -43.8% | -25.7% | -18.2% | -35.3% |
| YTD | -20.0% | -9.8% | -10.2% | -29.5% |
| 1Y | -29.6% | -17.4% | -12.2% | -31.3% |
| All | -29.6% | -18.2% | -11.4% | -31.3% |
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