+65.4%
CNP vs RMBS
+36.5%
+28.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | +21.9% | -19.5% | +2.5% |
| 30D | +4.0% | -13.4% | +17.5% | +3.9% |
| 3M | +1.6% | -15.9% | +17.5% | +1.6% |
| 6M | -1.7% | -34.8% | +33.1% | -1.9% |
| YTD | +8.6% | -7.5% | +16.2% | +7.7% |
| 1Y | +5.8% | -16.9% | +22.7% | +5.0% |
| All | +65.4% | +36.5% | +28.9% | +59.6% |
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