+1,127.7%
RSP vs CI
+1,761.2%
-633.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -0.8% | +1.3% | -2.1% | -1.2% |
| 30D | -0.3% | +4.4% | -4.8% | -1.7% |
| 3M | +4.3% | +0.7% | +3.6% | +3.7% |
| 6M | +8.8% | +0.3% | +8.5% | +7.9% |
| YTD | +15.3% | +3.8% | +11.4% | +12.9% |
| 1Y | +18.3% | -5.5% | +23.8% | +18.1% |
| 3Y | +52.8% | +8.1% | +44.7% | +41.9% |
| 5Y | +51.7% | +42.8% | +8.9% | +26.5% |
| 10Y | +208.5% | +143.9% | +64.6% | +106.5% |
| All | +1,127.7% | +1,761.2% | -633.4% | +330.7% |
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