+1,127.7%
RSP vs CHD
+2,396.4%
-1,268.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.8% | -2.7% | +1.9% | +0.3% |
| 30D | -0.3% | -4.6% | +4.3% | +1.4% |
| 3M | +4.3% | +5.0% | -0.7% | +2.0% |
| 6M | +8.8% | -3.2% | +12.0% | +9.6% |
| YTD | +15.3% | +18.6% | -3.4% | +7.0% |
| 1Y | +18.3% | +4.8% | +13.5% | +14.9% |
| 3Y | +52.8% | +6.1% | +46.7% | +45.1% |
| 5Y | +51.7% | +24.0% | +27.7% | +32.5% |
| 10Y | +208.5% | +124.5% | +84.0% | +95.3% |
| All | +1,127.7% | +2,396.4% | -1,268.7% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling