+282.2%
CMS vs RSG
+2,259.5%
-1,977.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +0.5% | +2.0% | -1.5% | 0.0% |
| 30D | +7.4% | +14.2% | -6.8% | +3.5% |
| 3M | +1.9% | +15.8% | -13.9% | -2.2% |
| 6M | -2.3% | +24.6% | -26.9% | -8.2% |
| YTD | +3.0% | +18.2% | -15.3% | -1.9% |
| 1Y | -2.8% | +22.8% | -25.5% | -8.4% |
| 3Y | +37.9% | +62.4% | -24.5% | +20.0% |
| 5Y | +34.0% | +96.0% | -62.1% | +10.5% |
| 10Y | +138.1% | +448.5% | -310.4% | +53.2% |
| All | +282.2% | +2,259.5% | -1,977.2% | +84.3% |
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