+18.3%
RSP vs CAH
+65.8%
-47.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.8% | +5.4% | -6.2% | -1.0% |
| 30D | -0.3% | +3.3% | -3.7% | -0.5% |
| 3M | +4.3% | +22.8% | -18.5% | +3.6% |
| 6M | +8.8% | +11.3% | -2.4% | +8.4% |
| YTD | +15.3% | +21.1% | -5.9% | +14.7% |
| 1Y | +18.3% | +67.2% | -49.0% | +15.0% |
| All | +18.3% | +65.8% | -47.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling