+558.9%
RMBS vs CRL
+256.1%
+302.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.0% |
| 7D | +1.8% | -3.5% | +5.3% | +3.4% |
| 30D | -13.9% | -2.1% | -11.8% | -13.2% |
| 3M | -39.8% | +48.0% | -87.8% | -50.7% |
| 6M | -6.0% | +64.7% | -70.7% | -27.9% |
| YTD | -5.4% | +39.5% | -44.8% | -21.2% |
| 1Y | -1.8% | +74.2% | -76.0% | -27.0% |
| 3Y | +53.7% | +39.4% | +14.3% | +20.0% |
| 5Y | +268.5% | -36.9% | +305.4% | +304.9% |
| All | +558.9% | +256.1% | +302.8% | +205.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling