+53.7%
RMBS vs CPAY
+49.1%
+4.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +1.8% | -2.0% | +3.7% | +2.7% |
| 30D | -13.9% | -0.4% | -13.5% | -14.0% |
| 3M | -39.8% | +16.4% | -56.2% | -45.1% |
| 6M | -6.0% | +23.5% | -29.5% | -18.1% |
| YTD | -5.4% | +35.7% | -41.0% | -22.8% |
| 1Y | -1.8% | +30.2% | -32.0% | -18.2% |
| 3Y | +53.7% | +49.7% | +3.9% | +18.2% |
| All | +53.7% | +49.1% | +4.6% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling