+2,463.6%
CLS vs RMBS
+423.7%
+2,040.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -4.6% |
| 7D | +16.3% | +10.3% | +6.0% | +13.7% |
| 30D | -25.7% | -10.7% | -14.9% | -23.4% |
| 3M | -30.9% | -17.2% | -13.6% | -27.3% |
| 6M | -35.5% | -39.0% | +3.5% | -27.2% |
| YTD | -18.7% | -10.5% | -8.2% | -17.5% |
| 1Y | -17.9% | -11.0% | -6.9% | -16.2% |
| 3Y | +838.1% | +31.3% | +806.8% | +778.9% |
| 5Y | +1,971.9% | +242.8% | +1,729.1% | +1,481.3% |
| 10Y | +1,907.9% | +536.9% | +1,370.9% | +1,239.2% |
| All | +2,463.6% | +423.7% | +2,040.0% | +880.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling