-0.8%
CRM vs RMBS
+265.4%
-266.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.6% |
| 7D | -4.4% | +1.8% | -6.2% | -4.7% |
| 30D | +28.1% | -13.9% | +42.0% | +31.0% |
| 3M | +48.8% | -39.8% | +88.6% | +59.9% |
| 6M | +28.3% | -6.0% | +34.3% | +19.8% |
| YTD | -6.0% | -5.4% | -0.7% | -13.8% |
| 1Y | +1.4% | -1.8% | +3.3% | -10.0% |
| 3Y | +11.8% | +53.7% | -41.8% | -21.8% |
| All | -0.8% | +265.4% | -266.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling