+54.7%
RMBS vs CNH
+13.8%
+40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -1.0% |
| 7D | -0.3% | +23.3% | -23.6% | -12.2% |
| 30D | -12.2% | +33.5% | -45.6% | -26.6% |
| 3M | -49.5% | +32.7% | -82.3% | -58.0% |
| 6M | -7.1% | +22.2% | -29.3% | -19.0% |
| YTD | -7.0% | +57.7% | -64.7% | -30.6% |
| 1Y | +13.3% | +28.0% | -14.6% | -4.3% |
| All | +54.7% | +13.8% | +40.8% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling