+19.5%
RSP vs CHD
+33.2%
-13.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +2.4% | +3.4% | -1.0% | +1.8% |
| 30D | +4.3% | +10.1% | -5.8% | +2.8% |
| 3M | -0.3% | +11.9% | -12.2% | -2.1% |
| 6M | +9.8% | +19.6% | -9.8% | +6.9% |
| YTD | +16.8% | +36.0% | -19.2% | +11.1% |
| 1Y | +19.5% | +34.8% | -15.3% | +13.7% |
| All | +19.5% | +33.2% | -13.7% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling