+122.2%
CMS vs RNG
+215.2%
-93.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.2% | -4.1% | +4.2% | +0.3% |
| 30D | -1.3% | +8.6% | -9.9% | -1.6% |
| 3M | -5.4% | +78.0% | -83.4% | -7.6% |
| 6M | -10.3% | +67.0% | -77.4% | -12.5% |
| YTD | -0.2% | +142.4% | -142.7% | -4.5% |
| 1Y | -0.9% | +120.4% | -121.3% | -4.8% |
| 3Y | +34.0% | +122.1% | -88.2% | +27.0% |
| 5Y | +23.6% | -69.8% | +93.4% | +25.5% |
| 10Y | +122.2% | +223.4% | -101.1% | +107.3% |
| All | +122.2% | +215.2% | -93.0% | +107.3% |
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