-56.4%
CSGP vs RMBS
-20.9%
-35.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -6.1% | +21.9% | -28.0% | -4.3% |
| 30D | +0.3% | -13.4% | +13.8% | -0.4% |
| 3M | -1.3% | -15.9% | +14.6% | -1.8% |
| 6M | -8.9% | -34.8% | +25.9% | -10.2% |
| YTD | -55.2% | -7.5% | -47.7% | -56.6% |
| 1Y | -56.4% | -16.9% | -39.5% | -57.9% |
| All | -56.4% | -20.9% | -35.5% | -57.9% |
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