+36.9%
CMS vs RMD
+57.4%
-20.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | -1.3% | +2.3% | -3.6% | -1.5% |
| 30D | +6.3% | +4.1% | +2.2% | +6.0% |
| 3M | -2.1% | +5.7% | -7.8% | -2.5% |
| 6M | -5.1% | +12.9% | -18.0% | -6.2% |
| YTD | +1.3% | -1.5% | +2.8% | +0.9% |
| 1Y | -1.4% | -4.8% | +3.4% | -1.5% |
| 3Y | +36.9% | +57.5% | -20.6% | +30.0% |
| All | +36.9% | +57.4% | -20.5% | +30.0% |
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