+41.0%
CVS vs RMBS
+554.0%
-513.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.1% |
| 30D | +1.9% | -11.5% | +13.4% | +3.0% |
| 3M | -2.2% | -38.2% | +36.0% | +1.8% |
| 6M | +26.7% | -4.8% | +31.5% | +23.6% |
| YTD | +22.9% | -7.1% | +30.0% | +19.0% |
| 1Y | +32.9% | +10.7% | +22.2% | +24.2% |
| 3Y | +62.3% | +54.5% | +7.8% | +36.0% |
| 5Y | +34.2% | +261.7% | -227.4% | -11.2% |
| All | +41.0% | +554.0% | -513.1% | -26.3% |
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 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