+2,029.3%
CLS vs RMBS
+555.1%
+1,474.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.8% |
| 7D | +23.5% | +21.9% | +1.6% | +11.0% |
| 30D | -28.9% | -13.4% | -15.5% | -23.1% |
| 3M | -25.2% | -15.9% | -9.3% | -18.1% |
| 6M | -32.1% | -34.8% | +2.7% | -16.5% |
| YTD | -14.1% | -7.5% | -6.5% | -17.7% |
| 1Y | -24.1% | -16.9% | -7.2% | -22.1% |
| 3Y | +897.0% | +35.5% | +861.4% | +640.8% |
| 5Y | +2,089.9% | +254.2% | +1,835.7% | +877.0% |
| All | +2,029.3% | +555.1% | +1,474.2% | +579.0% |
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