+204.4%
RSP vs CME
+282.5%
-78.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -0.4% | -2.9% | +2.5% | +0.6% |
| 30D | -1.5% | +5.5% | -7.1% | -3.5% |
| 3M | +4.8% | +11.0% | -6.2% | +0.4% |
| 6M | +10.3% | -9.7% | +20.0% | +13.6% |
| YTD | +14.1% | +4.9% | +9.2% | +10.7% |
| 1Y | +17.0% | +10.1% | +6.9% | +11.1% |
| 3Y | +54.2% | +53.5% | +0.7% | +24.9% |
| 5Y | +51.5% | +77.2% | -25.7% | +13.3% |
| 10Y | +204.4% | +282.1% | -77.7% | +76.9% |
| All | +204.4% | +282.5% | -78.1% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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