+11.9%
COST vs RMBS
-18.2%
+30.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.0% | +8.7% | +2.3% |
| 7D | +6.6% | -8.9% | +15.6% | +6.1% |
| 30D | +13.5% | -24.8% | +38.3% | +11.9% |
| 3M | +10.6% | -17.6% | +28.1% | +9.8% |
| 6M | +3.6% | -25.7% | +29.3% | +2.6% |
| YTD | +22.1% | -9.8% | +31.9% | +22.1% |
| 1Y | +11.9% | -17.4% | +29.3% | +11.6% |
| All | +11.9% | -18.2% | +30.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling