-63.2%
CSGP vs RMBS
+208.7%
-272.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.0% | -11.6% | -5.4% |
| 7D | +1.3% | -12.0% | +13.2% | +2.3% |
| 30D | +10.7% | -33.1% | +43.8% | +14.8% |
| 3M | +3.3% | -23.7% | +27.0% | +5.0% |
| 6M | -10.3% | -42.7% | +32.4% | -7.3% |
| YTD | -54.6% | -18.9% | -35.7% | -57.1% |
| 1Y | -54.6% | -30.0% | -24.6% | -56.2% |
| 3Y | -60.3% | +28.8% | -89.2% | -69.4% |
| All | -63.2% | +208.7% | -272.0% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling