+1,142.9%
RSP vs CHD
+2,731.1%
-1,588.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +0.7% | +2.4% | -1.6% | -0.1% |
| 30D | +3.7% | +13.9% | -10.2% | -1.4% |
| 3M | +0.7% | +8.5% | -7.8% | -2.6% |
| 6M | +9.0% | +20.4% | -11.3% | +1.1% |
| YTD | +16.7% | +34.5% | -17.9% | +3.2% |
| 1Y | +19.0% | +33.8% | -14.8% | +5.4% |
| 3Y | +64.7% | +29.1% | +35.6% | +45.1% |
| 5Y | +49.6% | +31.2% | +18.4% | +28.3% |
| 10Y | +213.2% | +193.1% | +20.0% | +76.8% |
| All | +1,142.9% | +2,731.1% | -1,588.1% | +210.8% |
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