+215.6%
RSP vs CME
+320.1%
-104.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +3.7% | +8.5% | -4.8% | +0.6% |
| 3M | +0.8% | +16.0% | -15.3% | -4.7% |
| 6M | +9.1% | +9.3% | -0.3% | +4.8% |
| YTD | +16.7% | +15.3% | +1.4% | +9.3% |
| 1Y | +19.7% | +14.4% | +5.3% | +12.3% |
| 3Y | +66.7% | +59.9% | +6.8% | +33.6% |
| 5Y | +48.7% | +69.4% | -20.7% | +14.4% |
| 10Y | +215.6% | +299.5% | -83.9% | +80.7% |
| All | +215.6% | +320.1% | -104.5% | +80.7% |
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