+213.2%
RSP vs CI
+147.8%
+65.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.8% |
| 7D | +0.7% | +2.6% | -1.9% | 0.0% |
| 30D | +3.7% | +7.3% | -3.6% | +1.4% |
| 3M | +0.7% | +9.5% | -8.8% | -2.2% |
| 6M | +9.0% | +6.4% | +2.6% | +6.3% |
| YTD | +16.7% | +12.0% | +4.7% | +11.5% |
| 1Y | +19.0% | +20.1% | -1.1% | +11.1% |
| 3Y | +64.7% | +9.6% | +55.2% | +52.1% |
| 5Y | +49.6% | +52.7% | -3.1% | +18.8% |
| 10Y | +213.2% | +150.3% | +62.9% | +109.1% |
| All | +213.2% | +147.8% | +65.3% | +109.1% |
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