+753.5%
CNP vs RMBS
+1,339.3%
-585.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -1.8% | -12.2% | +10.3% | -1.2% |
| 3M | -4.6% | -49.5% | +44.9% | -1.7% |
| 6M | -8.8% | -7.1% | -1.7% | -9.6% |
| YTD | +5.2% | -7.0% | +12.2% | +4.1% |
| 1Y | +8.3% | +13.3% | -5.0% | +5.5% |
| 3Y | +54.9% | +49.2% | +5.6% | +45.9% |
| 5Y | +73.5% | +250.0% | -176.5% | +54.5% |
| 10Y | +139.1% | +495.1% | -356.0% | +105.0% |
| All | +753.5% | +1,339.3% | -585.8% | +462.2% |
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