+66.7%
RSP vs CP
+30.2%
+36.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.2% | +1.6% |
| 7D | +0.4% | +2.8% | -2.3% | -0.5% |
| 30D | +3.7% | +11.3% | -7.6% | 0.0% |
| 3M | +0.8% | +2.9% | -2.1% | -0.3% |
| 6M | +9.1% | +9.8% | -0.7% | +5.4% |
| YTD | +16.7% | +28.5% | -11.8% | +6.2% |
| 1Y | +19.7% | +33.5% | -13.8% | +7.4% |
| 3Y | +66.7% | +31.9% | +34.8% | +47.9% |
| All | +66.7% | +30.2% | +36.5% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling