+215.7%
RSP vs CAH
+411.5%
-195.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.3% | +5.9% | -6.2% | -2.0% |
| 30D | +4.4% | +16.5% | -12.1% | -0.3% |
| 3M | +1.3% | +15.7% | -14.5% | -3.2% |
| 6M | +10.0% | +52.7% | -42.7% | -3.5% |
| YTD | +17.6% | +36.3% | -18.7% | +6.1% |
| 1Y | +19.2% | +36.7% | -17.5% | +7.4% |
| 3Y | +66.0% | +178.2% | -112.1% | +16.2% |
| 5Y | +50.4% | +515.8% | -465.3% | -21.5% |
| 10Y | +215.7% | +411.8% | -196.2% | +58.2% |
| All | +215.7% | +411.5% | -195.8% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling