+55.6%
CSGP vs RMBS
+555.1%
-499.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -6.1% | +21.9% | -28.0% | -9.1% |
| 30D | +0.3% | -13.4% | +13.8% | +1.8% |
| 3M | -1.3% | -15.9% | +14.6% | -0.1% |
| 6M | -8.9% | -34.8% | +25.9% | -6.2% |
| YTD | -55.2% | -7.5% | -47.7% | -59.0% |
| 1Y | -56.4% | -16.9% | -39.5% | -59.3% |
| 3Y | -62.2% | +35.5% | -97.7% | -71.9% |
| 5Y | -63.7% | +254.2% | -317.9% | -81.8% |
| All | +55.6% | +555.1% | -499.5% | -45.1% |
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 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