-4.4%
CVE vs RMBS
-40.4%
+36.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.0% | -7.5% | -0.8% |
| 7D | -16.1% | -12.0% | -4.2% | -15.8% |
| 30D | -10.4% | -33.1% | +22.8% | -10.1% |
| 3M | -2.4% | -23.7% | +21.3% | -2.0% |
| 6M | -4.4% | -42.7% | +38.3% | +0.8% |
| All | -4.4% | -40.4% | +36.0% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling