+73.2%
CVE vs RMBS
-18.2%
+91.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.7% | -7.5% |
| 7D | -12.1% | -8.9% | -3.1% | -12.0% |
| 30D | -9.8% | -24.8% | +15.1% | -9.6% |
| 3M | -0.7% | -17.6% | +16.8% | -0.5% |
| 6M | -4.3% | -25.7% | +21.3% | -3.1% |
| YTD | +70.6% | -9.8% | +80.4% | +66.1% |
| 1Y | +73.2% | -17.4% | +90.5% | +67.9% |
| All | +73.2% | -18.2% | +91.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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