-10.0%
CRM vs RMBS
-18.2%
+8.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +1.7% |
| 7D | -6.2% | -8.9% | +2.7% | -6.9% |
| 30D | -1.2% | -24.8% | +23.7% | -3.5% |
| 3M | +19.1% | -17.6% | +36.7% | +17.9% |
| 6M | +23.0% | -25.7% | +48.6% | +20.9% |
| YTD | -13.7% | -9.8% | -3.9% | -14.3% |
| 1Y | -10.0% | -17.4% | +7.4% | -10.3% |
| All | -10.0% | -18.2% | +8.2% | -10.3% |
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 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