+140.2%
CMS vs RRX
+200.5%
-60.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.9% |
| 7D | +1.7% | +4.3% | -2.6% | +1.3% |
| 30D | +6.2% | +12.3% | -6.1% | +4.7% |
| 3M | +0.6% | +3.7% | -3.0% | 0.0% |
| 6M | -1.8% | -13.9% | +12.2% | -1.2% |
| YTD | +3.8% | +26.5% | -22.6% | -0.9% |
| 1Y | -1.8% | +29.3% | -31.1% | -6.6% |
| 3Y | +39.8% | +65.6% | -25.7% | +23.9% |
| 5Y | +37.1% | +10.6% | +26.5% | +27.2% |
| All | +140.2% | +200.5% | -60.3% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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