+65.1%
CSGP vs RMBS
+536.4%
-471.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.2% | -8.4% | +5.3% | -2.2% |
| 30D | +2.2% | -24.9% | +27.1% | +6.2% |
| 3M | -3.7% | -15.8% | +12.1% | -2.6% |
| 6M | -7.4% | -37.5% | +30.1% | -4.1% |
| YTD | -54.9% | -12.1% | -42.8% | -58.3% |
| 1Y | -54.9% | -27.0% | -27.9% | -56.7% |
| 3Y | -61.9% | +28.8% | -90.7% | -71.4% |
| 5Y | -63.1% | +236.2% | -299.3% | -81.4% |
| 10Y | +65.1% | +546.6% | -481.5% | -42.6% |
| All | +65.1% | +536.4% | -471.3% | -42.6% |
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