+211.0%
RSP vs CVE
+149.3%
+61.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.4% | +5.9% | -3.6% | +1.3% |
| 30D | +4.3% | -10.9% | +15.1% | +6.2% |
| 3M | -0.3% | -4.5% | +4.2% | +0.1% |
| 6M | +9.8% | -1.0% | +10.8% | +9.0% |
| YTD | +16.8% | +74.7% | -57.9% | +3.7% |
| 1Y | +19.5% | +65.8% | -46.3% | +7.0% |
| 3Y | +65.1% | +73.2% | -8.0% | +43.9% |
| 5Y | +48.7% | +155.6% | -106.9% | +16.8% |
| All | +211.0% | +149.3% | +61.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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