+49.3%
COP vs RMBS
+16.2%
+33.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.1% |
| 7D | -0.5% | +3.5% | -3.9% | -0.3% |
| 30D | +11.7% | -8.6% | +20.3% | +11.4% |
| 3M | +17.7% | -40.3% | +58.0% | +16.0% |
| 6M | +18.3% | -1.0% | +19.3% | +16.9% |
| YTD | +49.1% | -4.6% | +53.7% | +45.6% |
| All | +49.3% | +16.2% | +33.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling