+105.2%
CTVA vs RMBS
+258.2%
-152.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -4.7% | +1.2% | -5.9% | -4.8% |
| 30D | +11.1% | -11.5% | +22.6% | +12.0% |
| 3M | +13.7% | -38.2% | +51.9% | +17.7% |
| 6M | +11.2% | -4.8% | +16.0% | +8.8% |
| YTD | +26.9% | -7.1% | +34.0% | +23.6% |
| 1Y | +18.8% | +10.7% | +8.1% | +12.0% |
| 3Y | +75.9% | +54.5% | +21.5% | +51.5% |
| 5Y | +105.2% | +261.7% | -156.4% | +42.4% |
| All | +105.2% | +258.2% | -152.9% | +42.4% |
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 2021-09-10 to 2026-09-10: 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling