+216.7%
CTVA vs RMBS
+695.7%
-479.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.0% |
| 7D | -4.5% | +1.8% | -6.3% | -4.8% |
| 30D | +11.3% | -13.9% | +25.2% | +13.8% |
| 3M | +12.3% | -39.8% | +52.1% | +20.7% |
| 6M | +7.2% | -6.0% | +13.2% | +3.1% |
| YTD | +26.0% | -5.4% | +31.4% | +19.2% |
| 1Y | +16.0% | -1.8% | +17.8% | +6.7% |
| 3Y | +73.9% | +53.7% | +20.2% | +30.3% |
| 5Y | +103.8% | +268.5% | -164.7% | -2.1% |
| All | +216.7% | +695.7% | -479.0% | -14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling