+148.9%
CVE vs RMBS
+249.4%
-100.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +1.9% |
| 7D | +0.1% | +3.0% | -2.9% | -0.6% |
| 30D | -10.8% | -15.5% | +4.7% | -9.2% |
| 3M | -4.3% | -11.5% | +7.1% | -3.6% |
| 6M | -1.5% | -36.5% | +35.1% | +2.8% |
| YTD | +70.7% | -7.1% | +77.8% | +61.4% |
| 1Y | +58.1% | -18.7% | +76.8% | +52.6% |
| 3Y | +69.8% | +36.2% | +33.7% | +38.0% |
| 5Y | +148.9% | +252.0% | -103.1% | +28.3% |
| All | +148.9% | +249.4% | -100.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling