+270.9%
RMBS vs CRL
-37.6%
+308.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | +3.5% | -4.6% | +8.1% | +5.4% |
| 30D | -8.6% | +0.5% | -9.1% | -8.9% |
| 3M | -40.3% | +46.6% | -86.9% | -49.9% |
| 6M | -1.0% | +57.3% | -58.3% | -20.6% |
| YTD | -4.6% | +39.5% | -44.2% | -19.1% |
| 1Y | +17.6% | +76.9% | -59.3% | -10.4% |
| 3Y | +58.6% | +39.4% | +19.3% | +27.3% |
| 5Y | +270.9% | -37.2% | +308.1% | +256.5% |
| All | +270.9% | -37.6% | +308.6% | +256.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling