+27.6%
RSP vs CAI
-9.5%
+37.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.4% | +0.2% |
| 7D | +0.7% | -25.6% | +26.4% | +2.3% |
| 30D | +3.7% | -17.7% | +21.4% | +4.7% |
| 3M | +0.7% | +4.4% | -3.7% | +0.2% |
| 6M | +9.0% | +51.3% | -42.2% | +5.8% |
| YTD | +16.7% | -9.5% | +26.1% | +15.6% |
| 1Y | +19.0% | -1.5% | +20.5% | +17.3% |
| All | +27.6% | -9.5% | +37.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling