+267.7%
RMBS vs CPB
-38.4%
+306.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +2.2% |
| 7D | +3.0% | -8.2% | +11.2% | +0.6% |
| 30D | -14.4% | -5.6% | -8.8% | -15.6% |
| 3M | -42.8% | +3.0% | -45.8% | -41.9% |
| 6M | -1.4% | -12.7% | +11.3% | -2.7% |
| YTD | -5.4% | -18.0% | +12.5% | -7.6% |
| 1Y | +18.6% | -31.7% | +50.3% | +11.8% |
| 3Y | +57.3% | -41.0% | +98.2% | +43.9% |
| All | +267.7% | -38.4% | +306.1% | +249.8% |
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 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