+123.5%
CMS vs RRC
+59.4%
+64.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.3% |
| 7D | -0.5% | -10.8% | +10.3% | -0.2% |
| 30D | +7.2% | +22.3% | -15.1% | +6.6% |
| 3M | -1.3% | +26.6% | -27.9% | -1.9% |
| 6M | -4.3% | +18.9% | -23.3% | -4.9% |
| YTD | +2.1% | +39.2% | -37.1% | +1.1% |
| 1Y | -0.6% | +34.0% | -34.5% | -1.5% |
| 3Y | +38.0% | +42.0% | -4.0% | +36.2% |
| 5Y | +33.6% | +111.9% | -78.3% | +30.4% |
| All | +123.5% | +59.4% | +64.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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