+885.5%
RMBS vs CP
+5,323.5%
-4,437.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +7.8% |
| 7D | -12.0% | +2.8% | -14.7% | -13.4% |
| 30D | -33.1% | +10.2% | -43.4% | -36.9% |
| 3M | -23.7% | +2.4% | -26.0% | -25.2% |
| 6M | -42.7% | +7.7% | -50.4% | -45.6% |
| YTD | -18.9% | +26.0% | -44.9% | -29.0% |
| 1Y | -30.0% | +34.6% | -64.7% | -40.9% |
| 3Y | +28.8% | +26.7% | +2.1% | +12.8% |
| 5Y | +210.5% | +24.9% | +185.6% | +170.5% |
| 10Y | +524.7% | +258.6% | +266.1% | +209.0% |
| All | +885.5% | +5,323.5% | -4,437.9% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling