-25.5%
RMBS vs CRL
+1,379.5%
-1,405.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.3% |
| 3M | -49.5% | +55.3% | -104.8% | -57.1% |
| 6M | -7.1% | +60.7% | -67.8% | -22.8% |
| YTD | -7.0% | +44.6% | -51.6% | -19.6% |
| 1Y | +13.3% | +77.7% | -64.4% | -9.0% |
| 3Y | +49.2% | +37.6% | +11.6% | +26.2% |
| 5Y | +250.0% | -35.8% | +285.8% | +264.5% |
| 10Y | +495.1% | +241.7% | +253.4% | +272.6% |
| All | -25.5% | +1,379.5% | -1,405.0% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling