-3.5%
RMBS vs CG
-0.2%
-3.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.7% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -12.2% | -5.1% | -7.1% | -11.2% |
| 3M | -49.5% | +8.7% | -58.2% | -50.7% |
| All | -3.5% | -0.2% | -3.3% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling