+1,120.4%
RSP vs CB
+1,692.2%
-571.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | -1.4% | +2.6% | -4.0% | -2.6% |
| 30D | +2.1% | +11.2% | -9.1% | -3.0% |
| 3M | -0.9% | +5.7% | -6.7% | -3.7% |
| 6M | +7.5% | +15.9% | -8.4% | -0.6% |
| YTD | +14.6% | +20.2% | -5.6% | +3.6% |
| 1Y | +17.6% | +32.4% | -14.8% | +1.4% |
| 3Y | +60.8% | +75.5% | -14.7% | +18.5% |
| 5Y | +46.1% | +105.5% | -59.3% | -1.7% |
| 10Y | +221.4% | +258.5% | -37.1% | +57.3% |
| All | +1,120.4% | +1,692.2% | -571.9% | +189.8% |
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 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