-11.0%
RMBS vs CP
+31.6%
-42.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +10.3% | +2.1% | +8.2% | +9.4% |
| 30D | -10.7% | +9.3% | -20.1% | -14.6% |
| 3M | -17.2% | +0.5% | -17.7% | -16.9% |
| 6M | -39.0% | +10.4% | -49.4% | -43.3% |
| YTD | -10.5% | +28.7% | -39.2% | -22.9% |
| 1Y | -11.0% | +33.2% | -44.2% | -25.3% |
| All | -11.0% | +31.6% | -42.5% | -25.3% |
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