+180.9%
COR vs RMBS
+269.8%
-88.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.9% | +3.5% | -7.3% | -3.8% |
| 30D | -0.3% | -8.6% | +8.3% | -0.5% |
| 3M | +15.9% | -40.3% | +56.2% | +15.0% |
| 6M | -10.3% | -1.0% | -9.3% | -11.0% |
| YTD | -3.7% | -4.6% | +0.9% | -4.5% |
| 1Y | +9.1% | +17.6% | -8.5% | +7.9% |
| 3Y | +86.6% | +58.6% | +27.9% | +81.2% |
| 5Y | +180.9% | +270.9% | -90.0% | +132.2% |
| All | +180.9% | +269.8% | -88.9% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling