+211.0%
RSP vs CAH
+418.0%
-207.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +2.4% | +3.5% | -1.1% | +1.4% |
| 30D | +4.3% | +13.5% | -9.2% | +0.4% |
| 3M | -0.3% | +21.8% | -22.2% | -6.2% |
| 6M | +9.8% | +51.5% | -41.7% | -3.4% |
| YTD | +16.8% | +38.1% | -21.2% | +5.0% |
| 1Y | +19.5% | +37.7% | -18.2% | +7.4% |
| 3Y | +65.1% | +179.6% | -114.5% | +15.5% |
| 5Y | +48.7% | +504.9% | -456.2% | -21.8% |
| All | +211.0% | +418.0% | -207.0% | +55.4% |
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