+6,706.3%
CME vs RMBS
+1,055.5%
+5,650.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -2.9% | +3.0% | -5.8% | -3.2% |
| 30D | +5.5% | -14.4% | +19.9% | +7.4% |
| 3M | +11.0% | -42.8% | +53.8% | +17.6% |
| 6M | -9.7% | -1.4% | -8.3% | -12.5% |
| YTD | +4.9% | -5.4% | +10.3% | +1.2% |
| 1Y | +10.1% | +18.6% | -8.5% | +1.7% |
| 3Y | +53.5% | +57.3% | -3.8% | +28.5% |
| 5Y | +77.2% | +265.7% | -188.5% | +26.6% |
| 10Y | +282.1% | +546.0% | -263.9% | +142.6% |
| All | +6,706.3% | +1,055.5% | +5,650.9% | +3,275.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling