+126.8%
COP vs RMBS
+249.4%
-122.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.3% |
| 7D | +0.7% | +3.0% | -2.3% | +0.4% |
| 30D | +0.2% | -15.5% | +15.7% | +1.1% |
| 3M | +10.2% | -11.5% | +21.7% | +10.5% |
| 6M | +20.1% | -36.5% | +56.6% | +22.5% |
| YTD | +50.5% | -7.1% | +57.6% | +44.0% |
| 1Y | +56.8% | -18.7% | +75.5% | +52.3% |
| 3Y | +30.3% | +36.2% | -5.9% | +12.1% |
| 5Y | +126.8% | +252.0% | -125.2% | +45.2% |
| All | +126.8% | +249.4% | -122.6% | +45.2% |
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