+191.7%
COP vs RMBS
+260.2%
-68.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -0.8% | +3.0% | -3.8% | -1.0% |
| 30D | +15.6% | -14.4% | +30.0% | +16.7% |
| 3M | +14.3% | -42.8% | +57.2% | +18.7% |
| 6M | +17.0% | -1.4% | +18.4% | +13.1% |
| YTD | +47.4% | -5.4% | +52.9% | +41.8% |
| 1Y | +52.4% | +18.6% | +33.8% | +40.5% |
| 3Y | +20.8% | +57.3% | -36.4% | +2.1% |
| 5Y | +191.7% | +265.7% | -74.0% | +115.9% |
| All | +191.7% | +260.2% | -68.6% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling