+55.6%
CVS vs RMBS
+56.5%
-1.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -1.9% | +3.5% | -5.4% | -2.0% |
| 30D | -0.3% | -8.6% | +8.3% | -0.2% |
| 3M | -1.1% | -40.3% | +39.2% | -0.3% |
| 6M | +23.7% | -1.0% | +24.7% | +22.3% |
| YTD | +23.0% | -4.6% | +27.6% | +21.4% |
| 1Y | +37.2% | +17.6% | +19.6% | +33.7% |
| All | +55.6% | +56.5% | -1.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling