+3,930.8%
CRS vs RMBS
+1,376.2%
+2,554.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.5% | +3.5% | -4.0% | -1.1% |
| 30D | -18.1% | -8.6% | -9.5% | -17.0% |
| 3M | -12.4% | -40.3% | +27.9% | -5.6% |
| 6M | +15.9% | -1.0% | +16.9% | +13.7% |
| YTD | +45.8% | -4.6% | +50.4% | +42.3% |
| 1Y | +87.8% | +17.6% | +70.2% | +75.9% |
| 3Y | +648.7% | +58.6% | +590.1% | +548.9% |
| 5Y | +1,416.6% | +270.9% | +1,145.7% | +1,046.9% |
| 10Y | +1,412.7% | +569.1% | +843.6% | +963.1% |
| All | +3,930.8% | +1,376.2% | +2,554.6% | +1,965.2% |
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