+203.4%
RSP vs CPAY
+155.3%
+48.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -3.1% | -2.7% | -0.5% | -2.2% |
| 30D | -3.4% | +0.6% | -4.0% | -3.7% |
| 3M | +3.6% | +17.0% | -13.4% | -2.6% |
| 6M | +9.0% | +24.1% | -15.2% | -0.6% |
| YTD | +12.2% | +35.7% | -23.5% | -2.2% |
| 1Y | +15.6% | +34.0% | -18.4% | +0.8% |
| 3Y | +51.6% | +50.3% | +1.4% | +22.7% |
| 5Y | +50.4% | +56.7% | -6.2% | +16.6% |
| All | +203.4% | +155.3% | +48.1% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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