-24.1%
CLS vs RMBS
-20.9%
-3.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.8% |
| 7D | +23.5% | +21.9% | +1.6% | +10.8% |
| 30D | -28.9% | -13.4% | -15.5% | -23.1% |
| 3M | -25.2% | -15.9% | -9.3% | -18.2% |
| 6M | -32.1% | -34.8% | +2.7% | -16.4% |
| YTD | -14.1% | -7.5% | -6.5% | -26.1% |
| 1Y | -24.1% | -16.9% | -7.2% | -25.0% |
| All | -24.1% | -20.9% | -3.2% | -25.0% |
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 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