+89.9%
CVE vs RMBS
+367.2%
-277.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.6% |
| 7D | +2.5% | -0.3% | +2.9% | +2.5% |
| 30D | +16.7% | -12.2% | +28.9% | +19.4% |
| 3M | +9.3% | -49.5% | +58.8% | +23.4% |
| 6M | +43.6% | -7.1% | +50.7% | +38.0% |
| YTD | +93.6% | -7.0% | +100.6% | +83.7% |
| 1Y | +98.8% | +13.3% | +85.4% | +76.8% |
| 3Y | +73.6% | +49.2% | +24.3% | +35.5% |
| 5Y | +312.5% | +250.0% | +62.5% | +152.5% |
| 10Y | +161.0% | +495.1% | -334.1% | +39.2% |
| All | +89.9% | +367.2% | -277.3% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling