+2,064.6%
COP vs RMBS
+1,337.6%
+726.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.7% | -4.0% | +1.2% |
| 7D | +0.7% | +3.0% | -2.3% | +0.3% |
| 30D | +0.2% | -15.5% | +15.7% | +1.3% |
| 3M | +10.2% | -11.5% | +21.7% | +10.6% |
| 6M | +20.1% | -36.5% | +56.6% | +22.7% |
| YTD | +50.5% | -7.1% | +57.6% | +46.6% |
| 1Y | +56.8% | -18.7% | +75.5% | +54.2% |
| 3Y | +30.3% | +36.2% | -5.9% | +19.2% |
| 5Y | +126.8% | +252.0% | -125.2% | +88.5% |
| 10Y | +325.0% | +561.2% | -236.2% | +233.6% |
| All | +2,064.6% | +1,337.6% | +726.9% | +1,238.7% |
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