+605.0%
RSP vs CMG
+4,006.7%
-3,401.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -0.3% | +7.1% | -7.5% | -2.1% |
| 3M | +4.3% | +31.2% | -26.9% | -3.4% |
| 6M | +8.8% | +0.7% | +8.1% | +7.3% |
| YTD | +15.3% | -0.1% | +15.4% | +13.6% |
| 1Y | +18.3% | -10.7% | +29.0% | +18.9% |
| 3Y | +52.8% | -4.7% | +57.5% | +47.7% |
| 5Y | +51.7% | -3.8% | +55.5% | +43.3% |
| 10Y | +208.5% | +352.5% | -144.0% | +85.9% |
| All | +605.0% | +4,006.7% | -3,401.7% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling