+116.0%
CMS vs RSG
+428.9%
-312.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -4.1% | +4.0% | -8.1% | -6.2% |
| 3M | -7.1% | +7.4% | -14.5% | -10.9% |
| 6M | -10.1% | +0.1% | -10.2% | -10.4% |
| YTD | -1.7% | +6.0% | -7.7% | -5.5% |
| 1Y | -3.4% | -3.0% | -0.4% | -2.4% |
| 3Y | +31.6% | +56.5% | -24.9% | -2.1% |
| 5Y | +23.3% | +90.9% | -67.6% | -20.1% |
| All | +116.0% | +428.9% | -312.9% | -21.4% |
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