+122.2%
CMS vs RRX
+210.7%
-88.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.6% |
| 7D | +0.2% | -0.7% | +0.9% | +0.2% |
| 30D | -1.3% | -8.0% | +6.7% | -0.5% |
| 3M | -5.4% | -25.1% | +19.7% | -3.1% |
| 6M | -10.3% | -18.3% | +7.9% | -9.5% |
| YTD | -0.2% | +14.2% | -14.4% | -3.5% |
| 1Y | -0.9% | +13.0% | -13.9% | -4.3% |
| 3Y | +34.0% | +4.2% | +29.8% | +27.4% |
| 5Y | +23.6% | +17.9% | +5.7% | +12.2% |
| 10Y | +122.2% | +220.4% | -98.2% | +56.2% |
| All | +122.2% | +210.7% | -88.4% | +56.2% |
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