+564.0%
RMBS vs CPB
-43.0%
+607.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +3.5% | -8.0% | +11.4% | +2.9% |
| 30D | -8.6% | -2.4% | -6.2% | -8.7% |
| 3M | -40.3% | +0.5% | -40.9% | -40.2% |
| 6M | -1.0% | -10.5% | +9.5% | -0.8% |
| YTD | -4.6% | -17.5% | +12.9% | -4.5% |
| 1Y | +17.6% | -31.0% | +48.6% | +17.7% |
| 3Y | +58.6% | -40.6% | +99.3% | +57.5% |
| 5Y | +270.9% | -37.7% | +308.7% | +261.9% |
| All | +564.0% | -43.0% | +607.0% | +554.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling