+1,115.8%
RSP vs CPB
+116.1%
+999.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -1.0% | +8.0% | -9.0% | -3.3% |
| 30D | +2.6% | +22.4% | -19.8% | -3.6% |
| 3M | -0.8% | +2.5% | -3.3% | -2.1% |
| 6M | +6.3% | +12.2% | -5.9% | +1.5% |
| YTD | +14.1% | -12.8% | +26.9% | +17.1% |
| 1Y | +18.0% | -19.2% | +37.2% | +23.8% |
| 3Y | +61.0% | -35.6% | +96.6% | +77.7% |
| 5Y | +45.6% | -31.4% | +77.0% | +54.0% |
| 10Y | +220.2% | -37.9% | +258.1% | +229.8% |
| All | +1,115.8% | +116.1% | +999.6% | +656.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling