+19.5%
RSP vs CF
+50.1%
-30.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.4% | +4.8% | -2.4% | +2.7% |
| 30D | +4.3% | +4.7% | -0.4% | +4.8% |
| 3M | -0.3% | +7.4% | -7.8% | +0.4% |
| 6M | +9.8% | +0.6% | +9.2% | +10.2% |
| YTD | +16.8% | +64.1% | -47.3% | +12.0% |
| 1Y | +19.5% | +51.4% | -31.9% | +16.1% |
| All | +19.5% | +50.1% | -30.6% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling