-3.1%
CMG vs RMBS
+265.4%
-268.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -2.1% | +1.8% | -3.8% | -2.3% |
| 30D | +10.9% | -13.9% | +24.8% | +13.1% |
| 3M | +15.8% | -39.8% | +55.6% | +23.3% |
| 6M | +6.9% | -6.0% | +13.0% | +2.3% |
| YTD | -2.2% | -5.4% | +3.2% | -7.6% |
| 1Y | -7.1% | -1.8% | -5.3% | -14.1% |
| 3Y | -7.1% | +53.7% | -60.8% | -28.3% |
| All | -3.1% | +265.4% | -268.5% | -52.0% |
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