+13.3%
RMBS vs CG
-24.3%
+37.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.3% |
| 7D | -0.3% | -4.3% | +4.0% | +2.3% |
| 30D | -12.2% | -5.1% | -7.1% | -9.9% |
| 3M | -49.5% | +8.7% | -58.2% | -53.0% |
| 6M | -7.1% | -9.2% | +2.1% | -1.3% |
| YTD | -7.0% | -18.9% | +11.9% | +8.9% |
| 1Y | +13.3% | -25.6% | +39.0% | +51.1% |
| All | +13.3% | -24.3% | +37.6% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling