+2,953.7%
CLS vs RMBS
+554.0%
+2,399.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.1% |
| 7D | +5.0% | +1.2% | +3.8% | +4.4% |
| 30D | +4.8% | -11.5% | +16.3% | +12.0% |
| 3M | -10.4% | -38.2% | +27.8% | +14.0% |
| 6M | +20.8% | -4.8% | +25.6% | +19.1% |
| YTD | +10.0% | -7.1% | +17.1% | +5.4% |
| 1Y | +28.5% | +10.7% | +17.8% | +9.7% |
| 3Y | +1,292.2% | +54.5% | +1,237.7% | +873.7% |
| 5Y | +3,616.8% | +261.7% | +3,355.1% | +1,563.0% |
| All | +2,953.7% | +554.0% | +2,399.7% | +931.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling