+2,008.0%
COP vs RMBS
+1,339.3%
+668.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +17.5% | -12.2% | +29.7% | +18.6% |
| 3M | +13.4% | -49.5% | +62.9% | +19.1% |
| 6M | +17.7% | -7.1% | +24.9% | +16.0% |
| YTD | +46.6% | -7.0% | +53.6% | +43.6% |
| 1Y | +44.6% | +13.3% | +31.3% | +38.3% |
| 3Y | +20.7% | +49.2% | -28.6% | +9.9% |
| 5Y | +185.0% | +250.0% | -64.9% | +138.3% |
| 10Y | +347.0% | +495.1% | -148.1% | +255.1% |
| All | +2,008.0% | +1,339.3% | +668.7% | +1,211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling