+24.1%
CMS vs RNG
-70.8%
+94.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.8% | +0.6% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | -3.2% | +11.4% | -14.5% | -3.4% |
| 3M | -2.2% | +72.1% | -74.3% | -3.5% |
| 6M | -9.4% | +67.9% | -77.4% | -10.7% |
| YTD | +0.7% | +144.3% | -143.7% | -2.1% |
| 1Y | +0.4% | +117.5% | -117.2% | -2.1% |
| 3Y | +35.2% | +123.9% | -88.7% | +30.3% |
| 5Y | +24.1% | -70.1% | +94.2% | +15.7% |
| All | +24.1% | -70.8% | +94.9% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling