+1,120.4%
RSP vs CI
+1,897.1%
-776.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -1.4% | +1.0% | -2.5% | -1.8% |
| 30D | +2.1% | +9.9% | -7.7% | -0.9% |
| 3M | -0.9% | +12.1% | -13.0% | -4.6% |
| 6M | +7.5% | +10.6% | -3.1% | +3.5% |
| YTD | +14.6% | +11.4% | +3.2% | +9.6% |
| 1Y | +17.6% | +18.8% | -1.1% | +10.1% |
| 3Y | +60.8% | +2.9% | +57.9% | +51.9% |
| 5Y | +46.1% | +54.5% | -8.4% | +18.8% |
| 10Y | +221.4% | +175.7% | +45.6% | +107.0% |
| All | +1,120.4% | +1,897.1% | -776.7% | +318.2% |
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