+13.3%
RMBS vs CP
+19.9%
-6.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -0.3% | -2.7% | +2.3% | +1.2% |
| 30D | -12.2% | +0.2% | -12.3% | -12.3% |
| 3M | -49.5% | +2.6% | -52.1% | -50.7% |
| 6M | -7.1% | +6.0% | -13.1% | -12.9% |
| YTD | -7.0% | +24.9% | -31.9% | -18.9% |
| 1Y | +13.3% | +20.1% | -6.8% | +2.2% |
| All | +13.3% | +19.9% | -6.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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