+87.4%
COR vs RMBS
+55.1%
+32.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.8% |
| 7D | -1.9% | +3.0% | -4.8% | -1.7% |
| 30D | +1.5% | -14.4% | +15.9% | +0.7% |
| 3M | +18.7% | -42.8% | +61.5% | +16.1% |
| 6M | -9.0% | -1.4% | -7.6% | -9.2% |
| YTD | -3.3% | -5.4% | +2.1% | -3.5% |
| 1Y | +9.8% | +18.6% | -8.7% | +10.7% |
| 3Y | +87.4% | +57.3% | +30.1% | +91.7% |
| All | +87.4% | +55.1% | +32.3% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling