+21.8%
RSP vs CMG
+12.0%
+9.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -4.0% | +1.3% |
| 7D | +2.7% | +22.5% | -19.8% | +0.9% |
| 30D | +5.8% | +14.1% | -8.3% | +4.5% |
| 3M | +1.8% | +4.1% | -2.3% | +1.3% |
| 6M | +11.6% | +10.1% | +1.5% | +9.5% |
| YTD | +18.0% | -4.9% | +22.8% | +18.5% |
| 1Y | +21.8% | +10.9% | +10.9% | +18.7% |
| All | +21.8% | +12.0% | +9.9% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling