+146.9%
CVE vs RMBS
+555.1%
-408.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | +4.6% | +21.9% | -17.3% | -0.4% |
| 30D | -12.0% | -13.4% | +1.4% | -9.6% |
| 3M | -3.8% | -15.9% | +12.1% | -1.4% |
| 6M | -2.7% | -34.8% | +32.0% | +3.3% |
| YTD | +73.6% | -7.5% | +81.1% | +57.9% |
| 1Y | +62.0% | -16.9% | +78.9% | +51.0% |
| 3Y | +72.7% | +35.5% | +37.2% | +21.8% |
| 5Y | +153.9% | +254.2% | -100.3% | +1.1% |
| All | +146.9% | +555.1% | -408.2% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling