+10,123.8%
COR vs RMBS
+1,284.9%
+8,838.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +2.9% |
| 7D | +7.6% | +10.3% | -2.7% | +7.1% |
| 30D | +6.8% | -10.7% | +17.5% | +7.2% |
| 3M | +16.0% | -17.2% | +33.3% | +16.7% |
| 6M | +41.0% | -39.0% | +80.0% | +43.1% |
| YTD | +6.9% | -10.5% | +17.4% | +5.4% |
| 1Y | -1.0% | -11.0% | +10.0% | -2.5% |
| 3Y | +84.6% | +31.3% | +53.3% | +74.1% |
| 5Y | +203.3% | +242.8% | -39.5% | +167.3% |
| 10Y | +509.1% | +536.9% | -27.8% | +413.2% |
| All | +10,123.8% | +1,284.9% | +8,838.8% | +6,456.3% |
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