+824.4%
RMBS vs CNH
+55.5%
+768.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.2% | +4.0% |
| 7D | +3.0% | +8.8% | -5.8% | -1.0% |
| 30D | -14.4% | +24.7% | -39.1% | -22.6% |
| 3M | -42.8% | +27.3% | -70.2% | -49.0% |
| 6M | -1.4% | +23.2% | -24.5% | -10.5% |
| YTD | -5.4% | +48.9% | -54.4% | -20.7% |
| 1Y | +18.6% | +19.4% | -0.8% | +8.5% |
| 3Y | +57.3% | +7.8% | +49.5% | +47.6% |
| 5Y | +265.7% | +8.7% | +257.0% | +235.1% |
| 10Y | +546.0% | +149.5% | +396.5% | +345.4% |
| All | +824.4% | +55.5% | +768.8% | +556.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling