+207.1%
RSP vs CPB
-47.3%
+254.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | -0.8% | -8.6% | +7.8% | +0.6% |
| 30D | -0.3% | -7.2% | +6.9% | +0.7% |
| 3M | +4.3% | +0.9% | +3.4% | +3.8% |
| 6M | +8.8% | -11.8% | +20.6% | +10.5% |
| YTD | +15.3% | -19.4% | +34.7% | +18.6% |
| 1Y | +18.3% | -30.4% | +48.7% | +24.5% |
| 3Y | +52.8% | -40.2% | +93.0% | +63.3% |
| 5Y | +51.7% | -39.5% | +91.2% | +60.8% |
| All | +207.1% | -47.3% | +254.4% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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