+95.2%
CNC vs RMBS
+566.4%
-471.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.4% |
| 7D | -0.9% | +1.8% | -2.7% | -1.1% |
| 30D | -1.0% | -13.9% | +12.9% | +0.3% |
| 3M | +4.5% | -39.8% | +44.3% | +8.8% |
| 6M | +85.2% | -6.0% | +91.2% | +79.8% |
| YTD | +61.4% | -5.4% | +66.8% | +54.7% |
| 1Y | +94.9% | -1.8% | +96.7% | +83.8% |
| 3Y | 0.0% | +53.7% | -53.7% | -18.2% |
| 5Y | +11.2% | +268.5% | -257.3% | -34.5% |
| All | +95.2% | +566.4% | -471.2% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling