+781.0%
CNP vs RMBS
+1,331.1%
-550.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.1% |
| 7D | +2.5% | +21.9% | -19.5% | +1.4% |
| 30D | +4.0% | -13.4% | +17.5% | +4.6% |
| 3M | +1.6% | -15.9% | +17.5% | +2.2% |
| 6M | -1.7% | -34.8% | +33.1% | -0.4% |
| YTD | +8.6% | -7.5% | +16.2% | +7.1% |
| 1Y | +5.8% | -16.9% | +22.7% | +4.8% |
| 3Y | +63.0% | +35.5% | +27.5% | +54.2% |
| 5Y | +74.7% | +254.2% | -179.5% | +55.0% |
| 10Y | +143.7% | +558.2% | -414.5% | +107.5% |
| All | +781.0% | +1,331.1% | -550.0% | +478.8% |
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