+786.2%
CNP vs RMBS
+1,284.9%
-498.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.7% |
| 7D | +1.3% | +10.3% | -9.0% | +0.8% |
| 30D | +3.8% | -10.7% | +14.5% | +4.2% |
| 3M | +2.4% | -17.2% | +19.6% | +3.0% |
| 6M | -1.2% | -39.0% | +37.8% | +0.4% |
| YTD | +9.3% | -10.5% | +19.8% | +7.9% |
| 1Y | +6.4% | -11.0% | +17.4% | +5.0% |
| 3Y | +66.4% | +31.3% | +35.0% | +57.6% |
| 5Y | +75.7% | +242.8% | -167.1% | +56.1% |
| 10Y | +145.1% | +536.9% | -391.8% | +109.1% |
| All | +786.2% | +1,284.9% | -498.7% | +483.1% |
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