-17.4%
RMBS vs CP
+35.2%
-52.6%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.5% | -9.5% | -7.4% |
| 7D | -8.9% | +5.6% | -14.5% | -11.1% |
| 30D | -24.8% | +10.0% | -34.9% | -28.5% |
| 3M | -17.6% | +4.4% | -22.0% | -19.2% |
| 6M | -25.7% | +14.1% | -39.7% | -32.8% |
| YTD | -9.8% | +29.1% | -38.8% | -23.2% |
| 1Y | -17.4% | +34.6% | -51.9% | -32.0% |
| All | -17.4% | +35.2% | -52.6% | -32.0% |
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