+1,312.5%
CLS vs RMBS
+55.1%
+1,257.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +4.0% | +4.7% |
| 7D | +12.8% | +3.0% | +9.8% | +10.9% |
| 30D | +3.8% | -14.4% | +18.2% | +13.7% |
| 3M | -14.6% | -42.8% | +28.2% | +16.0% |
| 6M | +32.2% | -1.4% | +33.6% | +26.1% |
| YTD | +11.6% | -5.4% | +17.1% | +3.2% |
| 1Y | +35.1% | +18.6% | +16.5% | +4.3% |
| 3Y | +1,312.5% | +57.3% | +1,255.3% | +766.8% |
| All | +1,312.5% | +55.1% | +1,257.4% | +766.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling