+1,127.7%
RSP vs CMS
+1,970.6%
-842.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +4.3% | -1.9% | +6.2% | +4.9% |
| 6M | +8.8% | -11.0% | +19.8% | +14.5% |
| YTD | +15.3% | +0.2% | +15.1% | +14.3% |
| 1Y | +18.3% | -1.3% | +19.6% | +17.9% |
| 3Y | +52.8% | +35.9% | +16.9% | +28.2% |
| 5Y | +51.7% | +23.1% | +28.6% | +31.6% |
| 10Y | +208.5% | +117.9% | +90.6% | +92.9% |
| All | +1,127.7% | +1,970.6% | -842.9% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling