+639.1%
CMS vs RMD
+36,837.6%
-36,198.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | -3.6% | +2.2% | -5.8% | -3.9% |
| 3M | -1.9% | +17.8% | -19.8% | -3.9% |
| 6M | -11.0% | -11.3% | +0.4% | -10.0% |
| YTD | +0.2% | -4.4% | +4.6% | +0.3% |
| 1Y | -1.3% | -15.7% | +14.4% | +0.1% |
| 3Y | +35.9% | +47.7% | -11.8% | +27.9% |
| 5Y | +23.1% | -19.2% | +42.3% | +22.9% |
| 10Y | +117.9% | +280.4% | -162.5% | +84.4% |
| All | +639.1% | +36,837.6% | -36,198.5% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling