+211.0%
RSP vs CMI
+320.3%
-109.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.4% | +0.5% | +1.9% | +2.1% |
| 30D | +4.3% | -14.0% | +18.3% | +10.9% |
| 3M | -0.3% | -28.1% | +27.8% | +14.3% |
| 6M | +9.8% | -35.8% | +45.7% | +30.8% |
| YTD | +16.8% | -10.5% | +27.3% | +17.3% |
| 1Y | +19.5% | -1.9% | +21.4% | +14.5% |
| 3Y | +65.1% | +121.0% | -55.8% | +1.9% |
| 5Y | +48.7% | +114.6% | -65.9% | -8.6% |
| All | +211.0% | +320.3% | -109.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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