+211.0%
RSP vs CNH
+106.0%
+104.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +2.4% | +3.0% | -0.7% | +1.2% |
| 30D | +4.3% | -0.6% | +4.9% | +4.1% |
| 3M | -0.3% | +14.6% | -15.0% | -6.0% |
| 6M | +9.8% | +11.8% | -1.9% | +3.4% |
| YTD | +16.8% | +30.4% | -13.6% | +3.2% |
| 1Y | +19.5% | +19.1% | +0.4% | +8.8% |
| 3Y | +65.1% | +30.2% | +35.0% | +40.5% |
| 5Y | +48.7% | -17.8% | +66.5% | +44.8% |
| All | +211.0% | +106.0% | +104.9% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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