+65.2%
CSGP vs RMBS
+512.9%
-447.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.0% | -11.6% | -5.8% |
| 7D | +1.3% | -12.0% | +13.2% | +2.9% |
| 30D | +10.7% | -33.1% | +43.8% | +17.2% |
| 3M | +3.3% | -23.7% | +27.0% | +6.0% |
| 6M | -10.3% | -42.7% | +32.4% | -5.8% |
| YTD | -54.6% | -18.9% | -35.7% | -57.5% |
| 1Y | -54.6% | -30.0% | -24.6% | -56.3% |
| 3Y | -60.3% | +28.8% | -89.2% | -70.7% |
| 5Y | -63.3% | +210.5% | -273.8% | -81.2% |
| All | +65.2% | +512.9% | -447.7% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling