+5,760.6%
CRM vs RMBS
+405.3%
+5,355.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.8% |
| 3M | +48.8% | -39.8% | +88.6% | +62.0% |
| 6M | +28.3% | -6.0% | +34.3% | +21.6% |
| YTD | -6.0% | -5.4% | -0.7% | -12.2% |
| 1Y | +1.4% | -1.8% | +3.3% | -7.6% |
| 3Y | +11.8% | +53.7% | -41.8% | -13.8% |
| 5Y | -2.0% | +268.5% | -270.5% | -39.4% |
| 10Y | +239.6% | +563.9% | -324.3% | +79.1% |
| All | +5,760.6% | +405.3% | +5,355.3% | +1,886.6% |
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 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