+13.7%
RMBS vs CRL
+76.7%
-63.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +3.5% | -4.6% | +8.1% | +5.1% |
| 30D | -8.6% | +0.5% | -9.1% | -8.8% |
| 3M | -40.3% | +46.6% | -86.9% | -49.2% |
| 6M | -1.0% | +57.3% | -58.3% | -20.1% |
| YTD | -4.6% | +39.5% | -44.2% | -16.3% |
| All | +13.7% | +76.7% | -63.0% | -12.3% |
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