+71.4%
CNP vs RMBS
+266.6%
-195.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | +1.6% | +3.0% | -1.3% | +1.6% |
| 30D | -0.8% | -14.4% | +13.6% | -0.6% |
| 3M | -3.6% | -42.8% | +39.3% | -2.8% |
| 6M | -6.9% | -1.4% | -5.6% | -7.9% |
| YTD | +6.4% | -5.4% | +11.9% | +5.1% |
| 1Y | +9.9% | +18.6% | -8.6% | +7.2% |
| 3Y | +53.1% | +57.3% | -4.2% | +44.5% |
| All | +71.4% | +266.6% | -195.3% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling