+65.1%
RSP vs CDE
+563.3%
-498.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +2.4% | -9.6% | +12.0% | +3.1% |
| 30D | +4.3% | -6.7% | +11.0% | +4.7% |
| 3M | -0.3% | -24.2% | +23.9% | +1.5% |
| 6M | +9.8% | -29.1% | +38.9% | +11.8% |
| YTD | +16.8% | -21.5% | +38.3% | +17.0% |
| 1Y | +19.5% | -7.4% | +26.9% | +18.0% |
| 3Y | +65.1% | +596.3% | -531.2% | +29.1% |
| All | +65.1% | +563.3% | -498.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling