+265.7%
RMBS vs CP
+34.0%
+231.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.0% |
| 7D | +3.0% | +2.4% | +0.5% | +1.3% |
| 30D | -14.4% | -0.5% | -13.9% | -14.2% |
| 3M | -42.8% | +1.4% | -44.3% | -43.8% |
| 6M | -1.4% | +10.3% | -11.7% | -8.3% |
| YTD | -5.4% | +24.3% | -29.7% | -19.1% |
| 1Y | +18.6% | +20.4% | -1.9% | +3.4% |
| 3Y | +57.3% | +21.8% | +35.5% | +36.2% |
| 5Y | +265.7% | +31.5% | +234.2% | +198.1% |
| All | +265.7% | +34.0% | +231.7% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling