+4,369.3%
CNC vs RMBS
+938.5%
+3,430.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -4.9% | +3.5% | -8.3% | -5.2% |
| 30D | -3.8% | -8.6% | +4.8% | -3.1% |
| 3M | -3.2% | -40.3% | +37.1% | +0.9% |
| 6M | +47.9% | -1.0% | +48.9% | +44.4% |
| YTD | +55.7% | -4.6% | +60.3% | +51.5% |
| 1Y | +106.2% | +17.6% | +88.7% | +95.0% |
| 3Y | -2.1% | +58.6% | -60.7% | -14.0% |
| 5Y | +3.4% | +270.9% | -267.5% | -19.2% |
| 10Y | +91.7% | +569.1% | -477.4% | +37.9% |
| All | +4,369.3% | +938.5% | +3,430.8% | +2,307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling