+54.7%
RSP vs CF
+73.9%
-19.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.3% |
| 7D | -0.8% | +6.0% | -6.8% | -1.1% |
| 30D | -0.3% | +14.8% | -15.2% | -1.1% |
| 3M | +4.3% | +14.1% | -9.8% | +3.4% |
| 6M | +8.8% | +28.5% | -19.7% | +5.3% |
| YTD | +15.3% | +74.9% | -59.7% | +6.7% |
| 1Y | +18.3% | +61.7% | -43.4% | +10.5% |
| All | +54.7% | +73.9% | -19.2% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling