+470.5%
CMS vs RRX
+4,349.0%
-3,878.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -1.3% | +12.6% | -13.9% | -3.2% |
| 30D | +5.3% | +10.6% | -5.3% | +3.1% |
| 3M | -0.3% | +4.6% | -5.0% | -1.6% |
| 6M | -4.0% | -13.6% | +9.6% | -3.3% |
| YTD | +2.1% | +29.4% | -27.3% | -4.8% |
| 1Y | -4.7% | +31.9% | -36.6% | -11.7% |
| 3Y | +36.8% | +68.3% | -31.4% | +17.1% |
| 5Y | +34.9% | +13.2% | +21.6% | +21.2% |
| 10Y | +134.7% | +209.9% | -75.3% | +66.2% |
| All | +470.5% | +4,349.0% | -3,878.5% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling