+395.2%
COR vs RMBS
+566.4%
-171.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | -2.8% | +1.8% | -4.6% | -2.9% |
| 30D | +2.6% | -13.9% | +16.5% | +3.4% |
| 3M | +14.5% | -39.8% | +54.3% | +17.8% |
| 6M | -7.8% | -6.0% | -1.8% | -10.2% |
| YTD | -4.2% | -5.4% | +1.1% | -7.5% |
| 1Y | +7.0% | -1.8% | +8.8% | +1.9% |
| 3Y | +85.5% | +53.7% | +31.9% | +57.3% |
| 5Y | +181.2% | +268.5% | -87.3% | +80.3% |
| All | +395.2% | +566.4% | -171.3% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling