+279.2%
CMS vs RSG
+2,310.7%
-2,031.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.0% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +5.3% | +15.0% | -9.8% | +1.2% |
| 3M | -0.3% | +18.5% | -18.8% | -5.0% |
| 6M | -4.0% | +25.8% | -29.8% | -10.1% |
| YTD | +2.1% | +20.8% | -18.7% | -3.3% |
| 1Y | -4.7% | +24.8% | -29.5% | -10.6% |
| 3Y | +36.8% | +65.9% | -29.1% | +18.3% |
| 5Y | +34.9% | +99.1% | -64.2% | +10.8% |
| 10Y | +134.7% | +452.4% | -317.7% | +50.5% |
| All | +279.2% | +2,310.7% | -2,031.6% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling