+48.4%
RSP vs CMG
-5.7%
+54.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.4% | +2.5% | -0.1% | +1.8% |
| 30D | +4.3% | +15.6% | -11.3% | +1.0% |
| 3M | -0.3% | +8.2% | -8.5% | -2.4% |
| 6M | +9.8% | +9.9% | -0.1% | +6.0% |
| YTD | +16.8% | -4.6% | +21.5% | +16.3% |
| 1Y | +19.5% | +12.4% | +7.1% | +14.0% |
| 3Y | +65.1% | -18.0% | +83.1% | +62.7% |
| All | +48.4% | -5.7% | +54.1% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling