+1,127.7%
RSP vs CB
+1,542.4%
-414.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -0.3% | -3.1% | +2.8% | +1.1% |
| 3M | +4.3% | +9.0% | -4.7% | -0.6% |
| 6M | +8.8% | +2.9% | +6.0% | +6.5% |
| YTD | +15.3% | +10.1% | +5.2% | +8.9% |
| 1Y | +18.3% | +22.8% | -4.5% | +5.6% |
| 3Y | +52.8% | +73.8% | -21.0% | +12.9% |
| 5Y | +51.7% | +99.2% | -47.5% | +3.4% |
| 10Y | +208.5% | +218.2% | -9.7% | +59.9% |
| All | +1,127.7% | +1,542.4% | -414.7% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling