+1,030.0%
RMBS vs CP
+5,278.2%
-4,248.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -0.3% | -2.7% | +2.3% | +1.0% |
| 30D | -12.2% | +0.2% | -12.3% | -12.3% |
| 3M | -49.5% | +2.6% | -52.1% | -50.5% |
| 6M | -7.1% | +6.0% | -13.1% | -10.2% |
| YTD | -7.0% | +24.9% | -31.9% | -17.7% |
| 1Y | +13.3% | +20.1% | -6.8% | +2.3% |
| 3Y | +49.2% | +16.4% | +32.9% | +37.3% |
| 5Y | +250.0% | +31.7% | +218.2% | +198.0% |
| 10Y | +495.1% | +223.9% | +271.3% | +211.2% |
| All | +1,030.0% | +5,278.2% | -4,248.1% | +49.1% |
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 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