+215.6%
RSP vs CF
+546.3%
-330.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +3.7% | +6.9% | -3.2% | +2.0% |
| 3M | +0.8% | +4.8% | -4.1% | -0.8% |
| 6M | +9.1% | +4.7% | +4.4% | +6.8% |
| YTD | +16.7% | +56.5% | -39.8% | +1.8% |
| 1Y | +19.7% | +48.4% | -28.7% | +5.6% |
| 3Y | +66.7% | +59.1% | +7.6% | +41.0% |
| 5Y | +48.7% | +109.5% | -60.8% | +9.6% |
| 10Y | +215.6% | +487.0% | -271.4% | +73.0% |
| All | +215.6% | +546.3% | -330.7% | +73.0% |
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