+153.3%
CMI vs RMBS
+55.3%
+98.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -0.7% | +1.8% | -2.5% | -1.1% |
| 30D | -12.4% | -13.9% | +1.5% | -9.6% |
| 3M | -14.8% | -39.8% | +25.0% | -6.0% |
| 6M | +0.8% | -6.0% | +6.8% | -0.1% |
| YTD | +10.2% | -5.4% | +15.5% | +8.0% |
| 1Y | +37.4% | -1.8% | +39.3% | +32.9% |
| 3Y | +153.3% | +53.7% | +99.6% | +114.2% |
| All | +153.3% | +55.3% | +98.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling