+1,127.7%
RSP vs CDE
+57.5%
+1,070.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.3% |
| 7D | -0.8% | +0.5% | -1.3% | -0.8% |
| 30D | -0.3% | +21.9% | -22.2% | -2.7% |
| 3M | +4.3% | +14.9% | -10.7% | +2.0% |
| 6M | +8.8% | -10.5% | +19.3% | +8.7% |
| YTD | +15.3% | +19.3% | -4.0% | +10.9% |
| 1Y | +18.3% | +50.8% | -32.5% | +9.9% |
| 3Y | +52.8% | +782.3% | -729.5% | +11.8% |
| 5Y | +51.7% | +191.7% | -140.0% | +20.1% |
| 10Y | +208.5% | +57.6% | +150.8% | +130.9% |
| All | +1,127.7% | +57.5% | +1,070.2% | +684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling