+2,005.0%
CLS vs RMBS
+249.4%
+1,755.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.7% | +2.8% | +5.3% |
| 7D | +2.8% | +3.0% | -0.2% | +1.1% |
| 30D | -30.1% | -15.5% | -14.6% | -23.1% |
| 3M | -21.7% | -11.5% | -10.3% | -16.3% |
| 6M | -36.2% | -36.5% | +0.3% | -19.8% |
| YTD | -17.8% | -7.1% | -10.7% | -22.5% |
| 1Y | -26.8% | -18.7% | -8.1% | -24.6% |
| 3Y | +853.4% | +36.2% | +817.2% | +574.3% |
| 5Y | +2,005.0% | +252.0% | +1,753.0% | +763.9% |
| All | +2,005.0% | +249.4% | +1,755.6% | +763.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling