+50.4%
RSP vs CI
+52.1%
-1.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.3% | -1.3% | +1.0% | -0.1% |
| 30D | +4.4% | +6.4% | -2.0% | +3.3% |
| 3M | +1.3% | +10.7% | -9.4% | -0.6% |
| 6M | +10.0% | +5.5% | +4.5% | +8.6% |
| YTD | +17.6% | +11.4% | +6.2% | +14.7% |
| 1Y | +19.2% | +15.0% | +4.2% | +15.6% |
| 3Y | +66.0% | +9.0% | +57.1% | +59.0% |
| 5Y | +50.4% | +52.0% | -1.5% | +23.5% |
| All | +50.4% | +52.1% | -1.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling