+1,115.8%
RSP vs CHD
+2,669.5%
-1,553.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -1.0% | +2.0% | -3.0% | -1.8% |
| 30D | +2.6% | +13.0% | -10.4% | -2.2% |
| 3M | -0.8% | +6.1% | -6.9% | -3.2% |
| 6M | +6.3% | +15.9% | -9.6% | -0.1% |
| YTD | +14.1% | +31.6% | -17.5% | +1.8% |
| 1Y | +18.0% | +28.5% | -10.4% | +6.1% |
| 3Y | +61.0% | +30.5% | +30.6% | +41.1% |
| 5Y | +45.6% | +30.7% | +14.9% | +24.9% |
| 10Y | +220.2% | +184.2% | +35.9% | +82.8% |
| All | +1,115.8% | +2,669.5% | -1,553.8% | +206.5% |
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