+16.4%
RSP vs CMG
-8.5%
+24.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.7% |
| 7D | -1.8% | -6.5% | +4.7% | -1.3% |
| 30D | -2.5% | +12.1% | -14.6% | -3.5% |
| 3M | +3.0% | +20.6% | -17.6% | +0.4% |
| 6M | +8.9% | +2.1% | +6.8% | +8.3% |
| YTD | +13.0% | -2.6% | +15.6% | +13.0% |
| All | +16.4% | -8.5% | +24.8% | +16.0% |
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 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