-17.4%
RMBS vs CPAY
+59.0%
-76.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.0% | -8.9% | -6.3% |
| 7D | -8.9% | +5.7% | -14.7% | -9.5% |
| 30D | -24.8% | +4.2% | -29.0% | -25.2% |
| 3M | -17.6% | +5.6% | -23.1% | -18.3% |
| 6M | -25.7% | +34.7% | -60.3% | -30.8% |
| YTD | -9.8% | +39.1% | -48.9% | -15.8% |
| 1Y | -17.4% | +60.3% | -77.6% | -23.3% |
| All | -17.4% | +59.0% | -76.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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