+143.2%
RSP vs CTVA
+131.3%
+12.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.6% |
| 7D | +2.4% | -20.8% | +23.1% | +8.7% |
| 30D | +4.3% | -29.6% | +33.9% | +15.1% |
| 3M | -0.3% | -16.9% | +16.6% | +2.9% |
| 6M | +9.8% | -24.3% | +34.1% | +16.4% |
| YTD | +16.8% | -5.6% | +22.4% | +13.7% |
| 1Y | +19.5% | -4.2% | +23.7% | +15.6% |
| 3Y | +65.1% | +43.3% | +21.9% | +33.5% |
| 5Y | +48.7% | +35.7% | +13.0% | +20.3% |
| All | +143.2% | +131.3% | +12.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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