+459.7%
CMS vs RRC
+1,202.2%
-742.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | +1.3% | -0.9% | +0.3% |
| 30D | -3.6% | +10.1% | -13.7% | -4.2% |
| 3M | -1.9% | +4.0% | -5.9% | -2.2% |
| 6M | -11.0% | +1.6% | -12.6% | -11.2% |
| YTD | +0.2% | +19.7% | -19.5% | -1.0% |
| 1Y | -1.3% | +21.4% | -22.7% | -2.7% |
| 3Y | +35.9% | +29.7% | +6.3% | +32.7% |
| 5Y | +23.1% | +153.9% | -130.8% | +13.7% |
| 10Y | +117.9% | +10.8% | +107.1% | +99.2% |
| All | +459.7% | +1,202.2% | -742.5% | +350.0% |
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