+130.1%
CVE vs RMBS
+571.2%
-441.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | -1.5% |
| 7D | -10.1% | -3.9% | -6.2% | -9.6% |
| 30D | -12.1% | -24.9% | +12.8% | -6.7% |
| 3M | -1.9% | -20.5% | +18.6% | +1.8% |
| 6M | -1.8% | -37.5% | +35.7% | +5.3% |
| YTD | +65.8% | -12.1% | +77.9% | +52.7% |
| 1Y | +60.8% | -25.0% | +85.9% | +54.2% |
| 3Y | +70.1% | +36.1% | +34.0% | +18.8% |
| 5Y | +134.8% | +236.1% | -101.4% | -5.2% |
| 10Y | +130.1% | +541.3% | -411.2% | -34.0% |
| All | +130.1% | +571.2% | -441.1% | -34.0% |
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