+162.3%
CVE vs RMBS
+494.7%
-332.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | +16.7% | -12.2% | +28.9% | +20.0% |
| 3M | +9.3% | -49.5% | +58.8% | +27.1% |
| 6M | +43.6% | -7.1% | +50.7% | +35.1% |
| YTD | +93.6% | -7.0% | +100.6% | +78.7% |
| 1Y | +98.8% | +13.3% | +85.4% | +66.8% |
| 3Y | +73.6% | +49.2% | +24.3% | +18.1% |
| 5Y | +312.5% | +250.0% | +62.5% | +70.1% |
| All | +162.3% | +494.7% | -332.4% | -20.1% |
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