+1,115.8%
RSP vs CI
+1,844.8%
-729.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -1.0% | -1.6% | +0.5% | -0.6% |
| 30D | +2.6% | +5.4% | -2.8% | +0.8% |
| 3M | -0.8% | +7.3% | -8.0% | -3.1% |
| 6M | +6.3% | +5.3% | +1.0% | +3.8% |
| YTD | +14.1% | +8.5% | +5.7% | +10.1% |
| 1Y | +18.0% | +17.1% | +0.9% | +11.0% |
| 3Y | +61.0% | +1.4% | +59.6% | +52.8% |
| 5Y | +45.6% | +50.5% | -4.9% | +19.3% |
| 10Y | +220.2% | +168.5% | +51.6% | +107.9% |
| All | +1,115.8% | +1,844.8% | -729.1% | +320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling