+238.9%
CRM vs RMBS
+566.4%
-327.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.5% |
| 7D | -4.4% | +1.8% | -6.2% | -4.8% |
| 30D | +28.1% | -13.9% | +42.0% | +32.1% |
| 3M | +48.8% | -39.8% | +88.6% | +63.9% |
| 6M | +28.3% | -6.0% | +34.3% | +18.4% |
| YTD | -6.0% | -5.4% | -0.7% | -15.2% |
| 1Y | +1.4% | -1.8% | +3.3% | -11.9% |
| 3Y | +11.8% | +53.7% | -41.8% | -25.8% |
| 5Y | -2.0% | +268.5% | -270.5% | -58.1% |
| All | +238.9% | +566.4% | -327.5% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling