+46.1%
RSP vs CB
+107.2%
-61.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -1.4% | +2.6% | -4.0% | -2.3% |
| 30D | +2.1% | +11.2% | -9.1% | -1.6% |
| 3M | -0.9% | +5.7% | -6.7% | -2.9% |
| 6M | +7.5% | +15.9% | -8.4% | +1.4% |
| YTD | +14.6% | +20.2% | -5.6% | +6.2% |
| 1Y | +17.6% | +32.4% | -14.8% | +4.7% |
| 3Y | +60.8% | +75.5% | -14.7% | +23.8% |
| 5Y | +46.1% | +105.5% | -59.3% | +1.8% |
| All | +46.1% | +107.2% | -61.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 5y: compounded portfolio wealth divided by compounded CB 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…
5y analysis · Full analysis span regression · 6 months rolling