+207.1%
RSP vs CMS
+115.7%
+91.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.8% | +0.4% | -1.1% | -0.9% |
| 30D | -0.3% | -3.6% | +3.3% | +1.1% |
| 3M | +4.3% | -1.9% | +6.2% | +4.8% |
| 6M | +8.8% | -11.0% | +19.8% | +13.6% |
| YTD | +15.3% | +0.2% | +15.1% | +14.4% |
| 1Y | +18.3% | -1.3% | +19.6% | +18.0% |
| 3Y | +52.8% | +35.9% | +16.9% | +31.1% |
| 5Y | +51.7% | +23.1% | +28.6% | +34.2% |
| All | +207.1% | +115.7% | +91.4% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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