+1,115.8%
RSP vs CME
+5,585.5%
-4,469.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.3% |
| 30D | +2.6% | +13.2% | -10.6% | -1.8% |
| 3M | -0.8% | +16.3% | -17.1% | -6.0% |
| 6M | +6.3% | +7.1% | -0.9% | +2.9% |
| YTD | +14.1% | +15.8% | -1.7% | +7.1% |
| 1Y | +18.0% | +17.1% | +0.9% | +10.3% |
| 3Y | +61.0% | +63.2% | -2.1% | +31.9% |
| 5Y | +45.6% | +70.2% | -24.6% | +16.3% |
| 10Y | +220.2% | +337.0% | -116.8% | +80.6% |
| All | +1,115.8% | +5,585.5% | -4,469.7% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling