+35.2%
CMS vs RRX
+4.1%
+31.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.5% |
| 7D | +1.2% | +4.3% | -3.1% | +1.2% |
| 30D | -3.2% | -8.0% | +4.9% | -3.1% |
| 3M | -2.2% | -22.0% | +19.8% | -2.0% |
| 6M | -9.4% | -11.9% | +2.5% | -9.6% |
| YTD | +0.7% | +17.1% | -16.4% | +0.1% |
| 1Y | +0.4% | +14.9% | -14.5% | -0.3% |
| 3Y | +35.2% | +6.9% | +28.3% | +32.3% |
| All | +35.2% | +4.1% | +31.1% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling