+17.6%
RMBS vs CNH
+22.6%
-5.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.2% |
| 7D | +3.5% | +1.8% | +1.6% | +2.2% |
| 30D | -8.6% | +32.6% | -41.2% | -23.1% |
| 3M | -40.3% | +29.4% | -69.7% | -49.3% |
| 6M | -1.0% | +26.0% | -27.0% | -15.4% |
| YTD | -4.6% | +52.2% | -56.8% | -26.8% |
| 1Y | +17.6% | +23.9% | -6.3% | +12.8% |
| All | +17.6% | +22.6% | -5.0% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling