+3,032.4%
CLS vs RMBS
+571.6%
+2,460.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +20.1% | +3.5% | +16.6% | +18.0% |
| 30D | +6.0% | -8.6% | +14.6% | +11.4% |
| 3M | -10.3% | -40.3% | +30.0% | +16.2% |
| 6M | +24.5% | -1.0% | +25.5% | +20.3% |
| YTD | +12.9% | -4.6% | +17.5% | +6.6% |
| 1Y | +36.7% | +17.6% | +19.1% | +13.0% |
| 3Y | +1,328.1% | +58.6% | +1,269.4% | +884.8% |
| 5Y | +3,682.3% | +270.9% | +3,411.4% | +1,569.5% |
| All | +3,032.4% | +571.6% | +2,460.7% | +943.1% |
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