+1,230.1%
CVS vs RMBS
+1,363.4%
-133.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -1.6% | +3.0% | -4.5% | -1.7% |
| 30D | +0.4% | -14.4% | +14.8% | +1.2% |
| 3M | -0.4% | -42.8% | +42.4% | +2.5% |
| 6M | +25.1% | -1.4% | +26.5% | +23.7% |
| YTD | +23.9% | -5.4% | +29.3% | +22.2% |
| 1Y | +41.1% | +18.6% | +22.5% | +36.6% |
| 3Y | +63.6% | +57.3% | +6.3% | +52.5% |
| 5Y | +31.5% | +265.7% | -234.2% | +15.3% |
| 10Y | +40.5% | +546.0% | -505.5% | +17.6% |
| All | +1,230.1% | +1,363.4% | -133.3% | +700.9% |
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