+240.5%
RMBS vs CPB
-33.2%
+273.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.2% | -6.4% | -2.2% |
| 7D | +10.3% | -1.6% | +11.9% | +9.9% |
| 30D | -10.7% | +19.2% | -29.9% | -5.0% |
| 3M | -17.2% | -0.9% | -16.3% | -16.0% |
| 6M | -39.0% | +15.2% | -54.3% | -35.1% |
| YTD | -10.5% | -13.1% | +2.6% | -9.8% |
| 1Y | -11.0% | -22.4% | +11.4% | -12.4% |
| 3Y | +31.3% | -35.3% | +66.6% | +24.0% |
| All | +240.5% | -33.2% | +273.7% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling