+50.4%
RSP vs CMI
+163.4%
-113.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -3.1% | +0.8% | -4.0% | -3.4% |
| 30D | -3.4% | -12.8% | +9.4% | +1.3% |
| 3M | +3.6% | -12.4% | +16.1% | +7.6% |
| 6M | +9.0% | -0.9% | +9.8% | +6.6% |
| YTD | +12.2% | +8.9% | +3.3% | +4.6% |
| 1Y | +15.6% | +37.7% | -22.1% | -3.3% |
| 3Y | +51.6% | +148.9% | -97.2% | -6.3% |
| 5Y | +50.4% | +164.4% | -113.9% | -13.1% |
| All | +50.4% | +163.4% | -113.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling