+48.4%
RSP vs CME
+74.8%
-26.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +2.4% | +3.9% | -1.6% | +1.7% |
| 30D | +4.3% | +11.3% | -7.1% | +2.3% |
| 3M | -0.3% | +19.6% | -19.9% | -3.5% |
| 6M | +9.8% | +8.1% | +1.7% | +8.4% |
| YTD | +16.8% | +20.4% | -3.6% | +12.1% |
| 1Y | +19.5% | +16.5% | +3.0% | +15.5% |
| 3Y | +65.1% | +66.4% | -1.3% | +42.2% |
| All | +48.4% | +74.8% | -26.3% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling