+17.6%
RMBS vs CP
+19.4%
-1.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.5% |
| 7D | +3.5% | +0.6% | +2.9% | +3.1% |
| 30D | -8.6% | -0.5% | -8.1% | -8.4% |
| 3M | -40.3% | +0.1% | -40.4% | -40.7% |
| 6M | -1.0% | +7.8% | -8.8% | -7.9% |
| YTD | -4.6% | +22.9% | -27.5% | -16.2% |
| 1Y | +17.6% | +21.3% | -3.7% | +2.7% |
| All | +17.6% | +19.4% | -1.9% | +2.7% |
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