+205.8%
RSP vs CAH
+294.8%
-89.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -1.9% | -5.1% | +3.2% | -0.4% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | +2.8% | +6.3% | -3.5% | +0.8% |
| 6M | +10.2% | +9.4% | +0.8% | +6.8% |
| YTD | +13.1% | +15.0% | -1.9% | +7.5% |
| 1Y | +14.8% | +55.4% | -40.7% | -1.3% |
| 3Y | +52.6% | +173.8% | -121.2% | +7.2% |
| 5Y | +51.6% | +395.2% | -343.6% | -14.3% |
| All | +205.8% | +294.8% | -89.0% | +67.5% |
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