+546.6%
RMBS vs CPB
-45.5%
+592.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -2.9% |
| 7D | +1.2% | -5.4% | +6.6% | +0.9% |
| 30D | -11.5% | -7.8% | -3.6% | -11.9% |
| 3M | -38.2% | -6.9% | -31.3% | -38.3% |
| 6M | -4.8% | -12.2% | +7.4% | -4.8% |
| YTD | -7.1% | -21.1% | +14.0% | -7.2% |
| 1Y | +10.7% | -33.5% | +44.2% | +10.5% |
| 3Y | +54.5% | -43.2% | +97.7% | +53.0% |
| 5Y | +261.7% | -40.9% | +302.5% | +252.3% |
| All | +546.6% | -45.5% | +592.0% | +535.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling