+39.8%
CMS vs RMD
+69.3%
-29.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | +2.1% | -0.3% | +1.6% |
| 30D | +6.2% | +2.1% | +4.1% | +6.0% |
| 3M | +0.6% | +6.2% | -5.6% | +0.1% |
| 6M | -1.8% | +19.4% | -21.2% | -3.2% |
| YTD | +3.8% | +0.5% | +3.3% | +3.4% |
| 1Y | -1.8% | -3.9% | +2.2% | -1.9% |
| 3Y | +39.8% | +72.5% | -32.7% | +31.2% |
| All | +39.8% | +69.3% | -29.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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