+13.0%
CVS vs RMBS
+240.2%
-227.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.4% |
| 7D | +6.6% | +10.3% | -3.8% | +6.2% |
| 30D | -0.4% | -10.7% | +10.3% | -0.2% |
| 3M | -5.3% | -17.2% | +12.0% | -4.9% |
| 6M | -7.7% | -39.0% | +31.3% | -6.7% |
| YTD | +16.0% | -10.5% | +26.6% | +13.9% |
| 1Y | +16.2% | -11.0% | +27.2% | +14.0% |
| 3Y | +47.6% | +31.3% | +16.2% | +35.9% |
| All | +13.0% | +240.2% | -227.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling