+211.0%
RSP vs CHD
+196.1%
+14.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | +2.4% | +3.6% | -1.3% | +1.4% |
| 30D | +4.3% | +10.4% | -6.1% | +1.6% |
| 3M | -0.3% | +12.2% | -12.5% | -3.3% |
| 6M | +9.8% | +19.9% | -10.1% | +4.5% |
| YTD | +16.8% | +36.4% | -19.6% | +7.1% |
| 1Y | +19.5% | +35.1% | -15.6% | +9.8% |
| 3Y | +65.1% | +29.2% | +36.0% | +51.6% |
| 5Y | +48.7% | +33.4% | +15.3% | +33.0% |
| All | +211.0% | +196.1% | +14.9% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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