+1,127.7%
RSP vs CAH
+892.1%
+235.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.8% | +5.4% | -6.2% | -2.7% |
| 30D | -0.3% | +3.3% | -3.7% | -1.6% |
| 3M | +4.3% | +22.8% | -18.5% | -3.6% |
| 6M | +8.8% | +11.3% | -2.4% | +4.0% |
| YTD | +15.3% | +21.1% | -5.9% | +6.1% |
| 1Y | +18.3% | +67.2% | -49.0% | -4.4% |
| 3Y | +52.8% | +195.6% | -142.8% | -2.9% |
| 5Y | +51.7% | +413.8% | -362.1% | -23.9% |
| 10Y | +208.5% | +309.6% | -101.1% | +55.8% |
| All | +1,127.7% | +892.1% | +235.6% | +262.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling