+138.1%
CMS vs RNG
+247.5%
-109.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.5% | -6.0% | +6.5% | +0.7% |
| 30D | +7.4% | -7.4% | +14.8% | +7.6% |
| 3M | +1.9% | +14.6% | -12.7% | +1.2% |
| 6M | -2.3% | +61.5% | -63.9% | -4.5% |
| YTD | +3.0% | +155.7% | -152.7% | -1.7% |
| 1Y | -2.8% | +172.5% | -175.2% | -7.5% |
| 3Y | +37.9% | +168.0% | -130.1% | +29.6% |
| 5Y | +34.0% | -73.8% | +107.7% | +37.4% |
| 10Y | +138.1% | +240.3% | -102.1% | +133.3% |
| All | +138.1% | +247.5% | -109.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling