+211.0%
RSP vs CP
+257.3%
-46.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | +2.1% | +0.2% | +1.3% |
| 30D | +4.3% | +9.3% | -5.0% | -0.2% |
| 3M | -0.3% | +0.5% | -0.8% | -0.8% |
| 6M | +9.8% | +10.4% | -0.6% | +4.1% |
| YTD | +16.8% | +28.7% | -11.9% | +2.1% |
| 1Y | +19.5% | +33.2% | -13.7% | +2.6% |
| 3Y | +65.1% | +38.4% | +26.7% | +35.5% |
| 5Y | +48.7% | +26.2% | +22.5% | +25.5% |
| All | +211.0% | +257.3% | -46.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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