-18.7%
RMBS vs CNH
+31.1%
-49.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.8% |
| 7D | +3.0% | +6.7% | -3.7% | +0.1% |
| 30D | -15.5% | +7.2% | -22.7% | -18.4% |
| 3M | -11.5% | +17.5% | -29.0% | -20.9% |
| 6M | -36.5% | +15.0% | -51.5% | -43.0% |
| YTD | -7.1% | +36.8% | -43.9% | -22.9% |
| 1Y | -18.7% | +27.6% | -46.3% | -31.3% |
| All | -18.7% | +31.1% | -49.7% | -31.3% |
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