+1,435.8%
CRS vs RMBS
+267.8%
+1,168.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | -0.5% | +3.5% | -4.0% | -1.5% |
| 30D | -18.1% | -8.6% | -9.5% | -16.2% |
| 3M | -12.4% | -40.3% | +27.9% | -0.6% |
| 6M | +15.9% | -1.0% | +16.9% | +10.3% |
| YTD | +45.8% | -4.6% | +50.4% | +36.2% |
| 1Y | +87.8% | +17.6% | +70.2% | +61.2% |
| 3Y | +648.7% | +58.6% | +590.1% | +432.6% |
| All | +1,435.8% | +267.8% | +1,168.0% | +635.5% |
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 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