-60.6%
CSGP vs RMBS
+32.1%
-92.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.0% |
| 7D | +1.3% | +10.3% | -9.0% | +1.0% |
| 30D | +2.8% | -10.7% | +13.5% | +3.1% |
| 3M | -6.3% | -17.2% | +10.9% | -5.9% |
| 6M | -3.2% | -39.0% | +35.9% | -1.6% |
| YTD | -54.0% | -10.5% | -43.4% | -56.2% |
| 1Y | -54.8% | -11.0% | -43.8% | -57.2% |
| 3Y | -60.6% | +31.3% | -91.9% | -67.7% |
| All | -60.6% | +32.1% | -92.6% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling