+62.8%
CVE vs RMBS
+281.0%
-218.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.9% | +13.2% | +0.4% |
| 7D | -14.1% | -23.4% | +9.4% | -9.7% |
| 30D | -11.6% | -38.9% | +27.3% | -3.2% |
| 3M | 0.0% | -28.4% | +28.4% | +5.4% |
| 6M | -8.4% | -40.9% | +32.6% | -2.0% |
| YTD | +65.9% | -24.2% | +90.1% | +62.2% |
| 1Y | +69.4% | -35.8% | +105.3% | +70.8% |
| 3Y | +55.9% | +20.0% | +35.9% | +26.8% |
| 5Y | +146.2% | +190.3% | -44.2% | +54.6% |
| 10Y | +140.6% | +484.1% | -343.4% | +28.9% |
| All | +62.8% | +281.0% | -218.2% | -19.3% |
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 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