+339.1%
RMBS vs CPAY
+1,524.4%
-1,185.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.5% | -2.5% | +5.9% | +4.5% |
| 30D | -8.6% | +1.3% | -9.9% | -9.3% |
| 3M | -40.3% | +13.5% | -53.8% | -44.2% |
| 6M | -1.0% | +24.7% | -25.7% | -12.2% |
| YTD | -4.6% | +34.9% | -39.6% | -18.8% |
| 1Y | +17.6% | +29.7% | -12.1% | +1.2% |
| 3Y | +58.6% | +49.4% | +9.3% | +28.8% |
| 5Y | +270.9% | +53.5% | +217.5% | +191.4% |
| 10Y | +569.1% | +152.5% | +416.6% | +316.1% |
| All | +339.1% | +1,524.4% | -1,185.2% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling