+6,781.2%
CME vs RSG
+2,431.3%
+4,349.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -1.6% | +0.3% | -1.8% | -1.7% |
| 30D | +6.2% | +7.6% | -1.3% | +1.6% |
| 3M | +10.4% | +7.4% | +3.0% | +5.5% |
| 6M | -9.5% | -3.3% | -6.3% | -8.1% |
| YTD | +6.0% | +6.0% | 0.0% | +1.8% |
| 1Y | +9.3% | -3.7% | +12.9% | +10.8% |
| 3Y | +57.7% | +59.1% | -1.4% | +16.1% |
| 5Y | +77.7% | +89.0% | -11.3% | +15.7% |
| 10Y | +281.2% | +412.5% | -131.3% | +37.7% |
| All | +6,781.2% | +2,431.3% | +4,349.9% | +1,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling