+43.5%
RMBS vs CAI
-8.1%
+51.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | -14.4% | +9.1% | -23.6% | -16.1% |
| 3M | -42.8% | +53.8% | -96.6% | -48.4% |
| 6M | -1.4% | +33.5% | -34.9% | -8.5% |
| YTD | -5.4% | -8.0% | +2.6% | -7.4% |
| 1Y | +18.6% | -28.7% | +47.3% | +19.7% |
| All | +43.5% | -8.1% | +51.6% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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