+49.6%
RSP vs CAH
+522.4%
-472.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +0.7% | +9.4% | -8.7% | -1.1% |
| 30D | +3.7% | +16.5% | -12.8% | +0.4% |
| 3M | +0.7% | +17.0% | -16.3% | -2.6% |
| 6M | +9.0% | +51.4% | -42.3% | -0.3% |
| YTD | +16.7% | +36.0% | -19.3% | +8.7% |
| 1Y | +19.0% | +36.0% | -17.0% | +10.8% |
| 3Y | +64.7% | +177.5% | -112.8% | +24.0% |
| 5Y | +49.6% | +509.2% | -459.6% | -20.8% |
| All | +49.6% | +522.4% | -472.8% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling