+57.3%
RMBS vs CPB
-40.5%
+97.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +2.3% |
| 7D | +3.0% | -8.2% | +11.2% | -0.1% |
| 30D | -14.4% | -5.6% | -8.8% | -16.0% |
| 3M | -42.8% | +3.0% | -45.8% | -41.6% |
| 6M | -1.4% | -12.7% | +11.3% | -3.0% |
| YTD | -5.4% | -18.0% | +12.5% | -8.3% |
| 1Y | +18.6% | -31.7% | +50.3% | +9.6% |
| 3Y | +57.3% | -41.0% | +98.2% | +46.0% |
| All | +57.3% | -40.5% | +97.8% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling