+213.4%
RSP vs CMS
+125.4%
+88.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.5% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | +2.6% | +6.3% | -3.7% | 0.0% |
| 3M | -0.8% | -2.1% | +1.3% | -0.1% |
| 6M | +6.3% | -5.1% | +11.4% | +8.1% |
| YTD | +14.1% | +1.3% | +12.9% | +12.7% |
| 1Y | +18.0% | -1.4% | +19.4% | +17.8% |
| 3Y | +61.0% | +36.9% | +24.1% | +37.8% |
| 5Y | +45.6% | +32.5% | +13.1% | +24.6% |
| All | +213.4% | +125.4% | +88.0% | +148.1% |
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