+1,127.7%
RSP vs CNP
+1,152.4%
-24.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -0.3% | -1.8% | +1.5% | +0.4% |
| 3M | +4.3% | -4.6% | +8.9% | +6.3% |
| 6M | +8.8% | -8.8% | +17.7% | +13.0% |
| YTD | +15.3% | +5.2% | +10.0% | +11.7% |
| 1Y | +18.3% | +8.3% | +10.0% | +12.9% |
| 3Y | +52.8% | +54.9% | -2.1% | +21.0% |
| 5Y | +51.7% | +73.5% | -21.8% | +12.6% |
| 10Y | +208.5% | +139.1% | +69.3% | +80.4% |
| All | +1,127.7% | +1,152.4% | -24.6% | +259.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling