+51.6%
CME vs RSG
+57.5%
-5.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +4.7% | +3.7% | +1.0% | +3.3% |
| 3M | +7.8% | +6.2% | +1.7% | +5.4% |
| 6M | -11.0% | -2.8% | -8.2% | -10.3% |
| YTD | +4.0% | +5.9% | -1.9% | +1.8% |
| 1Y | +9.1% | -1.8% | +10.9% | +9.4% |
| All | +51.6% | +57.5% | -5.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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