+650.9%
RSP vs CF
+5,948.3%
-5,297.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.3% |
| 7D | -0.8% | +6.0% | -6.8% | -2.2% |
| 30D | -0.3% | +14.8% | -15.2% | -3.7% |
| 3M | +4.3% | +14.1% | -9.8% | +0.6% |
| 6M | +8.8% | +28.5% | -19.7% | +0.2% |
| YTD | +15.3% | +74.9% | -59.7% | -1.8% |
| 1Y | +18.3% | +61.7% | -43.4% | +2.4% |
| 3Y | +52.8% | +80.3% | -27.5% | +25.9% |
| 5Y | +51.7% | +226.0% | -174.3% | +2.5% |
| 10Y | +208.5% | +569.9% | -361.4% | +62.5% |
| All | +650.9% | +5,948.3% | -5,297.4% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling