+272.2%
CME vs RMBS
+554.0%
-281.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | -2.4% | +1.2% | -3.6% | -2.4% |
| 30D | +6.2% | -11.5% | +17.7% | +6.9% |
| 3M | +4.4% | -38.2% | +42.6% | +7.1% |
| 6M | -9.6% | -4.8% | -4.9% | -11.7% |
| YTD | +3.8% | -7.1% | +10.9% | +1.0% |
| 1Y | +9.5% | +10.7% | -1.1% | +3.5% |
| 3Y | +51.9% | +54.5% | -2.6% | +29.5% |
| 5Y | +78.7% | +261.7% | -182.9% | +16.1% |
| All | +272.2% | +554.0% | -281.8% | +88.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling