+143.0%
RSP vs CTVA
+197.0%
-54.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.7% |
| 7D | +0.4% | +1.6% | -1.2% | -0.1% |
| 30D | +3.7% | -8.5% | +12.2% | +6.7% |
| 3M | +0.8% | +5.3% | -4.5% | -2.2% |
| 6M | +9.1% | -0.1% | +9.2% | +7.2% |
| YTD | +16.7% | +21.2% | -4.5% | +6.3% |
| 1Y | +19.7% | +27.0% | -7.3% | +7.1% |
| 3Y | +66.7% | +87.2% | -20.5% | +25.2% |
| 5Y | +48.7% | +77.9% | -29.2% | +11.7% |
| All | +143.0% | +197.0% | -54.0% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling