+1,115.8%
RSP vs CNP
+1,183.6%
-67.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.2% |
| 7D | -1.0% | -4.2% | +3.2% | +0.9% |
| 30D | +2.6% | +5.5% | -2.9% | -0.1% |
| 3M | -0.8% | +0.6% | -1.4% | -1.3% |
| 6M | +6.3% | -2.8% | +9.1% | +7.1% |
| YTD | +14.1% | +7.9% | +6.3% | +9.1% |
| 1Y | +18.0% | +6.7% | +11.4% | +13.3% |
| 3Y | +61.0% | +61.1% | -0.1% | +25.1% |
| 5Y | +45.6% | +73.0% | -27.4% | +8.3% |
| 10Y | +220.2% | +141.9% | +78.3% | +86.4% |
| All | +1,115.8% | +1,183.6% | -67.9% | +250.9% |
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