+13.3%
RMBS vs CRL
+78.8%
-65.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.9% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -12.2% | +10.7% | -22.8% | -15.2% |
| 3M | -49.5% | +55.3% | -104.8% | -57.7% |
| 6M | -7.1% | +60.7% | -67.8% | -24.8% |
| YTD | -7.0% | +44.6% | -51.6% | -19.1% |
| 1Y | +13.3% | +77.7% | -64.4% | -9.4% |
| All | +13.3% | +78.8% | -65.5% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling