+134.0%
CNC vs RMBS
+16.3%
+117.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.4% |
| 7D | +3.5% | -0.3% | +3.9% | +3.5% |
| 30D | +0.1% | -12.2% | +12.2% | -0.2% |
| 3M | +6.9% | -49.5% | +56.5% | +4.8% |
| 6M | +49.0% | -7.1% | +56.2% | +43.2% |
| YTD | +62.9% | -7.0% | +69.9% | +54.2% |
| 1Y | +134.0% | +13.3% | +120.7% | +106.5% |
| All | +134.0% | +16.3% | +117.7% | +106.5% |
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