+1,049.0%
RMBS vs CHD
+6,352.5%
-5,303.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.0% | +3.7% | +2.2% |
| 7D | +3.0% | -2.9% | +5.9% | +3.8% |
| 30D | -14.4% | -6.2% | -8.2% | -13.0% |
| 3M | -42.8% | +1.6% | -44.4% | -43.6% |
| 6M | -1.4% | -3.5% | +2.1% | -1.6% |
| YTD | -5.4% | +16.2% | -21.7% | -11.0% |
| 1Y | +18.6% | +3.4% | +15.2% | +14.8% |
| 3Y | +57.3% | +4.6% | +52.7% | +47.6% |
| 5Y | +265.7% | +21.1% | +244.6% | +219.0% |
| 10Y | +546.0% | +126.5% | +419.5% | +328.3% |
| All | +1,049.0% | +6,352.5% | -5,303.6% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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