+11.7%
CMI vs RMBS
-18.2%
+29.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.0% | +0.2% | -4.2% |
| 7D | -11.2% | -8.9% | -2.3% | -9.1% |
| 30D | -9.8% | -24.8% | +15.0% | -3.5% |
| 3M | -25.5% | -17.6% | -8.0% | -22.6% |
| 6M | -27.7% | -25.7% | -2.0% | -23.6% |
| YTD | -6.6% | -9.8% | +3.2% | -10.7% |
| 1Y | +11.7% | -17.4% | +29.0% | +9.0% |
| All | +11.7% | -18.2% | +29.9% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling