+203.4%
RSP vs CDE
+59.7%
+143.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.5% | -0.4% |
| 7D | -3.1% | -6.1% | +2.9% | -2.6% |
| 30D | -3.4% | +9.5% | -12.9% | -4.3% |
| 3M | +3.6% | +32.0% | -28.4% | +0.6% |
| 6M | +9.0% | -12.8% | +21.8% | +9.1% |
| YTD | +12.2% | +14.2% | -2.0% | +9.1% |
| 1Y | +15.6% | +36.3% | -20.7% | +9.7% |
| 3Y | +51.6% | +821.4% | -769.7% | +16.0% |
| 5Y | +50.4% | +194.3% | -143.8% | +23.0% |
| All | +203.4% | +59.7% | +143.7% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling