+465.5%
CMS vs RRC
+1,414.2%
-948.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -2.0% |
| 7D | -1.3% | -10.8% | +9.5% | -0.7% |
| 30D | +6.3% | +22.3% | -16.0% | +5.0% |
| 3M | -2.1% | +26.6% | -28.7% | -3.5% |
| 6M | -5.1% | +18.9% | -24.0% | -6.2% |
| YTD | +1.3% | +39.2% | -37.9% | -1.0% |
| 1Y | -1.4% | +34.0% | -35.3% | -3.4% |
| 3Y | +36.9% | +42.0% | -5.1% | +32.9% |
| 5Y | +32.5% | +111.9% | -79.3% | +23.8% |
| 10Y | +126.8% | +62.8% | +64.0% | +102.1% |
| All | +465.5% | +1,414.2% | -948.6% | +350.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling