+224.3%
CTVA vs RMBS
+695.0%
-470.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.5% |
| 7D | -2.1% | +3.0% | -5.0% | -2.6% |
| 30D | +12.0% | -14.4% | +26.5% | +14.6% |
| 3M | +13.5% | -42.8% | +56.3% | +23.0% |
| 6M | +12.1% | -1.4% | +13.5% | +6.8% |
| YTD | +29.0% | -5.4% | +34.5% | +22.1% |
| 1Y | +18.9% | +18.6% | +0.3% | +4.4% |
| 3Y | +78.9% | +57.3% | +21.6% | +33.0% |
| 5Y | +105.2% | +265.7% | -160.5% | -1.1% |
| All | +224.3% | +695.0% | -470.7% | -12.0% |
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