+336.7%
COP vs RMBS
+534.0%
-197.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.1% |
| 7D | +4.4% | +10.3% | -5.9% | +2.6% |
| 30D | 0.0% | -10.7% | +10.7% | +1.2% |
| 3M | +15.0% | -17.2% | +32.2% | +17.1% |
| 6M | +22.0% | -39.0% | +61.0% | +28.4% |
| YTD | +55.3% | -10.5% | +65.9% | +43.6% |
| 1Y | +64.1% | -11.0% | +75.1% | +51.2% |
| 3Y | +34.1% | +31.3% | +2.7% | +0.7% |
| 5Y | +133.4% | +242.8% | -109.4% | +8.3% |
| All | +336.7% | +534.0% | -197.3% | +38.8% |
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 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