+13.3%
RMBS vs CPB
-32.6%
+46.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | -0.1% |
| 7D | -0.3% | -8.6% | +8.2% | -4.0% |
| 30D | -12.2% | -7.2% | -4.9% | -14.7% |
| 3M | -49.5% | +0.9% | -50.4% | -48.6% |
| 6M | -7.1% | -11.8% | +4.7% | -7.4% |
| YTD | -7.0% | -19.4% | +12.4% | -8.4% |
| 1Y | +13.3% | -30.4% | +43.7% | +9.8% |
| All | +13.3% | -32.6% | +46.0% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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