+43.0%
CSGP vs RMBS
+494.7%
-451.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.7% |
| 7D | -4.1% | -0.3% | -3.7% | -4.0% |
| 30D | +2.3% | -12.2% | +14.5% | +4.3% |
| 3M | -8.2% | -49.5% | +41.4% | +2.4% |
| 6M | -35.1% | -7.1% | -27.9% | -39.2% |
| YTD | -54.0% | -7.0% | -47.0% | -57.3% |
| 1Y | -65.3% | +13.3% | -78.7% | -70.2% |
| 3Y | -62.6% | +49.2% | -111.8% | -72.9% |
| 5Y | -64.8% | +250.0% | -314.8% | -82.2% |
| All | +43.0% | +494.7% | -451.7% | -44.3% |
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