-53.3%
CSGP vs RMBS
-18.2%
-35.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.0% | +10.0% | +3.5% |
| 7D | +18.3% | -8.9% | +27.2% | +17.5% |
| 30D | +17.8% | -24.8% | +42.6% | +15.7% |
| 3M | +9.3% | -17.6% | +26.8% | +8.4% |
| 6M | -7.9% | -25.7% | +17.7% | -10.5% |
| YTD | -51.5% | -9.8% | -41.8% | -53.2% |
| 1Y | -53.3% | -17.4% | -36.0% | -55.1% |
| All | -53.3% | -18.2% | -35.1% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling