+143.5%
CVE vs RMBS
+579.1%
-435.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.3% |
| 7D | +0.1% | +3.0% | -2.9% | -1.1% |
| 30D | -10.8% | -15.5% | +4.7% | -7.9% |
| 3M | -4.3% | -11.5% | +7.1% | -3.2% |
| 6M | -1.5% | -36.5% | +35.1% | +5.4% |
| YTD | +70.7% | -7.1% | +77.8% | +55.1% |
| 1Y | +58.1% | -18.7% | +76.8% | +48.4% |
| 3Y | +69.8% | +36.2% | +33.7% | +19.7% |
| 5Y | +148.9% | +252.0% | -103.1% | -0.4% |
| 10Y | +143.5% | +561.2% | -417.7% | -31.6% |
| All | +143.5% | +579.1% | -435.5% | -31.6% |
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