+1,145.9%
CVS vs RMBS
+1,284.9%
-139.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | +6.6% | +10.3% | -3.8% | +5.9% |
| 30D | -0.4% | -10.7% | +10.3% | 0.0% |
| 3M | -5.3% | -17.2% | +12.0% | -4.6% |
| 6M | -7.7% | -39.0% | +31.3% | -6.0% |
| YTD | +16.0% | -10.5% | +26.6% | +14.5% |
| 1Y | +16.2% | -11.0% | +27.2% | +14.6% |
| 3Y | +47.6% | +31.3% | +16.2% | +38.8% |
| 5Y | +12.3% | +242.8% | -230.4% | -1.5% |
| 10Y | +62.4% | +536.9% | -474.6% | +35.7% |
| All | +1,145.9% | +1,284.9% | -139.0% | +650.0% |
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