+569.1%
RMBS vs CNH
+157.1%
+412.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.2% |
| 7D | +3.5% | +1.8% | +1.6% | +2.4% |
| 30D | -8.6% | +32.6% | -41.2% | -21.0% |
| 3M | -40.3% | +29.4% | -69.7% | -48.0% |
| 6M | -1.0% | +26.0% | -27.0% | -12.4% |
| YTD | -4.6% | +52.2% | -56.8% | -23.0% |
| 1Y | +17.6% | +23.9% | -6.3% | +4.2% |
| 3Y | +58.6% | +10.1% | +48.5% | +45.5% |
| 5Y | +270.9% | +13.2% | +257.8% | +226.5% |
| 10Y | +569.1% | +160.7% | +408.4% | +311.2% |
| All | +569.1% | +157.1% | +412.0% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling