+54.7%
RSP vs CVE
+72.1%
-17.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -0.3% | +16.7% | -17.1% | -2.5% |
| 3M | +4.3% | +9.3% | -5.0% | +2.8% |
| 6M | +8.8% | +43.6% | -34.8% | +1.9% |
| YTD | +15.3% | +93.6% | -78.3% | +1.8% |
| 1Y | +18.3% | +98.8% | -80.5% | +3.6% |
| All | +54.7% | +72.1% | -17.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling