+338.5%
COP vs RMBS
+566.4%
-227.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +2.3% | +1.8% | +0.5% | +2.0% |
| 30D | +8.6% | -13.9% | +22.5% | +11.3% |
| 3M | +19.9% | -39.8% | +59.7% | +29.5% |
| 6M | +19.0% | -6.0% | +25.0% | +12.9% |
| YTD | +50.0% | -5.4% | +55.3% | +39.3% |
| 1Y | +50.5% | -1.8% | +52.3% | +35.8% |
| 3Y | +25.2% | +53.7% | -28.4% | -9.6% |
| 5Y | +194.3% | +268.5% | -74.2% | +37.0% |
| All | +338.5% | +566.4% | -227.9% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling