+215.6%
RSP vs CI
+158.0%
+57.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +3.7% | +4.7% | -1.0% | +2.2% |
| 3M | +0.8% | +5.2% | -4.5% | -1.0% |
| 6M | +9.1% | +3.8% | +5.3% | +7.1% |
| YTD | +16.7% | +9.2% | +7.5% | +12.4% |
| 1Y | +19.7% | +14.3% | +5.4% | +13.5% |
| 3Y | +66.7% | +8.4% | +58.3% | +54.2% |
| 5Y | +48.7% | +50.0% | -1.4% | +18.6% |
| 10Y | +215.6% | +142.2% | +73.4% | +113.1% |
| All | +215.6% | +158.0% | +57.5% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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