+28.8%
RMBS vs CNH
+31.3%
-2.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +2.5% |
| 7D | -8.4% | +4.5% | -12.9% | -10.4% |
| 30D | -24.9% | +7.6% | -32.5% | -28.2% |
| 3M | -15.8% | +17.0% | -32.8% | -25.5% |
| 6M | -37.5% | +12.9% | -50.5% | -43.9% |
| YTD | -12.1% | +34.3% | -46.4% | -29.8% |
| 1Y | -27.0% | +28.5% | -55.5% | -40.3% |
| 3Y | +28.8% | +31.9% | -3.0% | -4.7% |
| All | +28.8% | +31.3% | -2.5% | -4.7% |
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