+1,127.7%
RSP vs CP
+2,538.8%
-1,411.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.8% | -2.7% | +1.9% | +0.4% |
| 30D | -0.3% | +0.2% | -0.5% | -0.5% |
| 3M | +4.3% | +2.6% | +1.7% | +2.8% |
| 6M | +8.8% | +6.0% | +2.9% | +5.4% |
| YTD | +15.3% | +24.9% | -9.7% | +3.2% |
| 1Y | +18.3% | +20.1% | -1.8% | +7.6% |
| 3Y | +52.8% | +16.4% | +36.4% | +38.6% |
| 5Y | +51.7% | +31.7% | +20.0% | +27.9% |
| 10Y | +208.5% | +223.9% | -15.4% | +68.0% |
| All | +1,127.7% | +2,538.8% | -1,411.1% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling