+136.2%
CMS vs RSG
+452.6%
-316.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.4% |
| 7D | -1.3% | +1.4% | -2.7% | -2.1% |
| 30D | +5.3% | +15.0% | -9.8% | -2.8% |
| 3M | -0.3% | +18.5% | -18.8% | -9.6% |
| 6M | -4.0% | +25.8% | -29.8% | -16.1% |
| YTD | +2.1% | +20.8% | -18.7% | -8.9% |
| 1Y | -4.7% | +24.8% | -29.5% | -16.7% |
| 3Y | +36.8% | +65.9% | -29.1% | -1.1% |
| 5Y | +34.9% | +99.1% | -64.2% | -14.0% |
| All | +136.2% | +452.6% | -316.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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