+53.9%
RSP vs CNC
-1.6%
+55.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.6% | -0.9% |
| 7D | -0.4% | -1.0% | +0.6% | -0.3% |
| 30D | -1.5% | -1.8% | +0.3% | -1.5% |
| 3M | +4.8% | -0.7% | +5.5% | +4.7% |
| 6M | +10.3% | +47.9% | -37.7% | +7.7% |
| YTD | +14.1% | +56.9% | -42.9% | +11.0% |
| 1Y | +17.0% | +123.9% | -106.9% | +11.6% |
| All | +53.9% | -1.6% | +55.5% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 3y: compounded portfolio wealth divided by compounded CNC 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…
3y analysis · Full analysis span regression · 6 months rolling