+3,994.3%
CMG vs RMBS
+151.4%
+3,843.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | -6.5% | +3.5% | -9.9% | -7.0% |
| 30D | +12.1% | -8.6% | +20.7% | +13.6% |
| 3M | +20.6% | -40.3% | +60.9% | +30.1% |
| 6M | +2.1% | -1.0% | +3.1% | -2.3% |
| YTD | -2.6% | -4.6% | +2.0% | -7.1% |
| 1Y | -8.7% | +17.6% | -26.3% | -17.6% |
| 3Y | -7.4% | +58.6% | -66.0% | -25.5% |
| 5Y | -5.7% | +270.9% | -276.6% | -37.1% |
| 10Y | +322.3% | +569.1% | -246.7% | +144.3% |
| All | +3,994.3% | +151.4% | +3,843.0% | +1,859.0% |
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 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