+668.6%
RSP vs CF
+4,965.4%
-4,296.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.2% | +2.9% |
| 7D | +2.7% | -6.9% | +9.6% | +4.3% |
| 30D | +5.8% | -3.7% | +9.5% | +6.5% |
| 3M | +1.8% | -5.0% | +6.7% | +2.4% |
| 6M | +11.6% | -10.5% | +22.1% | +13.1% |
| YTD | +18.0% | +46.5% | -28.5% | +4.4% |
| 1Y | +21.8% | +34.8% | -13.0% | +9.9% |
| 3Y | +65.6% | +46.7% | +18.9% | +43.1% |
| 5Y | +51.6% | +112.0% | -60.4% | +14.0% |
| 10Y | +231.0% | +529.7% | -298.7% | +76.7% |
| All | +668.6% | +4,965.4% | -4,296.8% | +123.5% |
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