+9,324.2%
COR vs RMBS
+1,339.3%
+7,984.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | +4.5% | -12.2% | +16.7% | +5.1% |
| 3M | +22.7% | -49.5% | +72.2% | +26.2% |
| 6M | -9.7% | -7.1% | -2.6% | -10.6% |
| YTD | -1.4% | -7.0% | +5.6% | -2.8% |
| 1Y | +13.9% | +13.3% | +0.6% | +10.6% |
| 3Y | +94.0% | +49.2% | +44.7% | +81.8% |
| 5Y | +184.0% | +250.0% | -65.9% | +150.8% |
| 10Y | +406.8% | +495.1% | -88.4% | +329.4% |
| All | +9,324.2% | +1,339.3% | +7,984.8% | +5,950.0% |
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