+211.0%
RSP vs CMS
+140.2%
+70.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | +2.4% | +1.7% | +0.6% | +1.6% |
| 30D | +4.3% | +6.2% | -1.9% | +1.7% |
| 3M | -0.3% | +0.6% | -1.0% | -0.7% |
| 6M | +9.8% | -1.8% | +11.6% | +10.2% |
| YTD | +16.8% | +3.8% | +13.0% | +14.2% |
| 1Y | +19.5% | -1.8% | +21.3% | +19.5% |
| 3Y | +65.1% | +39.8% | +25.3% | +40.0% |
| 5Y | +48.7% | +37.1% | +11.6% | +25.2% |
| All | +211.0% | +140.2% | +70.7% | +138.1% |
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