+48.4%
RSP vs CNC
-5.8%
+54.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | +4.3% | +1.6% | +2.7% | +4.0% |
| 3M | -0.3% | +7.9% | -8.3% | -1.2% |
| 6M | +9.8% | +21.2% | -11.4% | +7.4% |
| YTD | +16.8% | +73.2% | -56.4% | +9.4% |
| 1Y | +19.5% | +97.5% | -78.0% | +10.2% |
| 3Y | +65.1% | -1.2% | +66.4% | +63.1% |
| All | +48.4% | -5.8% | +54.3% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling