+1,638.5%
RMBS vs CG
+282.0%
+1,356.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.3% | -3.7% |
| 7D | +10.3% | +0.2% | +10.2% | +10.2% |
| 30D | -10.7% | +11.2% | -21.9% | -15.1% |
| 3M | -17.2% | -22.1% | +4.9% | -7.5% |
| 6M | -39.0% | -17.9% | -21.1% | -34.0% |
| YTD | -10.5% | -31.3% | +20.8% | +5.2% |
| 1Y | -11.0% | -24.0% | +13.0% | -0.1% |
| 3Y | +31.3% | +45.0% | -13.6% | +12.9% |
| 5Y | +242.8% | -22.6% | +265.4% | +263.5% |
| 10Y | +536.9% | +282.1% | +254.8% | +290.5% |
| All | +1,638.5% | +282.0% | +1,356.5% | +1,003.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling