+48.4%
RSP vs CB
+107.6%
-59.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +2.4% | +2.9% | -0.6% | +1.3% |
| 30D | +4.3% | +7.3% | -3.0% | +1.7% |
| 3M | -0.3% | +9.4% | -9.7% | -3.5% |
| 6M | +9.8% | +19.6% | -9.8% | +2.4% |
| YTD | +16.8% | +21.5% | -4.6% | +7.9% |
| 1Y | +19.5% | +28.0% | -8.5% | +7.9% |
| 3Y | +65.1% | +74.9% | -9.7% | +27.6% |
| All | +48.4% | +107.6% | -59.1% | +2.9% |
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