+205.5%
RSP vs CMG
+325.5%
-120.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.4% |
| 7D | -1.8% | -6.5% | +4.7% | -0.4% |
| 30D | -2.5% | +12.1% | -14.6% | -5.0% |
| 3M | +3.0% | +20.6% | -17.6% | -2.0% |
| 6M | +8.9% | +2.1% | +6.8% | +7.2% |
| YTD | +13.0% | -2.6% | +15.6% | +12.2% |
| 1Y | +16.2% | -8.7% | +24.9% | +16.3% |
| 3Y | +52.7% | -7.4% | +60.1% | +48.8% |
| 5Y | +50.5% | -5.7% | +56.1% | +42.3% |
| All | +205.5% | +325.5% | -120.0% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling