+204.4%
RSP vs CNP
+135.4%
+69.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.5% |
| 7D | -0.4% | +1.6% | -2.0% | -1.1% |
| 30D | -1.5% | -0.8% | -0.7% | -1.3% |
| 3M | +4.8% | -3.6% | +8.4% | +6.1% |
| 6M | +10.3% | -6.9% | +17.2% | +13.1% |
| YTD | +14.1% | +6.4% | +7.6% | +10.3% |
| 1Y | +17.0% | +9.9% | +7.1% | +11.5% |
| 3Y | +54.2% | +53.1% | +1.1% | +25.5% |
| 5Y | +51.5% | +72.0% | -20.5% | +16.3% |
| 10Y | +204.4% | +131.5% | +72.9% | +87.4% |
| All | +204.4% | +135.4% | +69.0% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling