-1.8%
RMBS vs CPAY
+33.9%
-35.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -2.0% | +3.7% | +2.0% |
| 30D | -13.9% | -0.4% | -13.5% | -13.9% |
| 3M | -39.8% | +16.4% | -56.2% | -41.3% |
| 6M | -6.0% | +23.5% | -29.5% | -9.7% |
| YTD | -5.4% | +35.7% | -41.0% | -9.6% |
| 1Y | -1.8% | +30.2% | -32.0% | -5.2% |
| All | -1.8% | +33.9% | -35.7% | -5.2% |
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