+1,030.0%
RMBS vs CPB
+7.8%
+1,022.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.8% |
| 7D | -0.3% | -8.6% | +8.2% | +0.9% |
| 30D | -12.2% | -7.2% | -4.9% | -11.3% |
| 3M | -49.5% | +0.9% | -50.4% | -50.0% |
| 6M | -7.1% | -11.8% | +4.7% | -6.2% |
| YTD | -7.0% | -19.4% | +12.4% | -4.8% |
| 1Y | +13.3% | -30.4% | +43.7% | +18.5% |
| 3Y | +49.2% | -40.2% | +89.4% | +56.5% |
| 5Y | +250.0% | -39.5% | +289.5% | +259.5% |
| 10Y | +495.1% | -47.4% | +542.5% | +511.8% |
| All | +1,030.0% | +7.8% | +1,022.3% | +800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling