+491.1%
COR vs RMBS
+534.0%
-42.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +2.9% |
| 7D | +7.6% | +10.3% | -2.7% | +7.0% |
| 30D | +6.8% | -10.7% | +17.5% | +7.3% |
| 3M | +16.0% | -17.2% | +33.3% | +16.8% |
| 6M | +41.0% | -39.0% | +80.0% | +43.6% |
| YTD | +6.9% | -10.5% | +17.4% | +3.2% |
| 1Y | -1.0% | -11.0% | +10.0% | -4.6% |
| 3Y | +84.6% | +31.3% | +53.3% | +60.8% |
| 5Y | +203.3% | +242.8% | -39.5% | +95.0% |
| All | +491.1% | +534.0% | -42.9% | +180.2% |
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 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