+39.8%
CMS vs RMBS
+32.1%
+7.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +1.6% |
| 7D | +1.7% | +10.3% | -8.6% | +2.1% |
| 30D | +6.2% | -10.7% | +16.9% | +5.9% |
| 3M | +0.6% | -17.2% | +17.8% | +0.2% |
| 6M | -1.8% | -39.0% | +37.3% | -2.8% |
| YTD | +3.8% | -10.5% | +14.4% | +4.2% |
| 1Y | -1.8% | -11.0% | +9.2% | -1.4% |
| 3Y | +39.8% | +31.3% | +8.5% | +42.7% |
| All | +39.8% | +32.1% | +7.8% | +42.7% |
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