+213.4%
RSP vs CF
+561.7%
-348.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.0% | -3.2% | +2.1% | -0.5% |
| 30D | +2.6% | +4.3% | -1.7% | +1.5% |
| 3M | -0.8% | +2.8% | -3.6% | -1.9% |
| 6M | +6.3% | +0.6% | +5.7% | +4.9% |
| YTD | +14.1% | +56.6% | -42.5% | -0.5% |
| 1Y | +18.0% | +49.6% | -31.6% | +4.0% |
| 3Y | +61.0% | +61.5% | -0.5% | +35.7% |
| 5Y | +45.6% | +124.0% | -78.4% | +5.2% |
| All | +213.4% | +561.7% | -348.3% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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