+213.4%
RSP vs CNH
+116.5%
+96.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.3% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +2.6% | -7.2% | +9.8% | +4.8% |
| 3M | -0.8% | +6.5% | -7.3% | -4.0% |
| 6M | +6.3% | +7.9% | -1.6% | +1.5% |
| YTD | +14.1% | +26.6% | -12.5% | +2.1% |
| 1Y | +18.0% | +13.8% | +4.3% | +9.2% |
| 3Y | +61.0% | +9.2% | +51.8% | +45.9% |
| 5Y | +45.6% | -15.6% | +61.2% | +40.3% |
| All | +213.4% | +116.5% | +96.9% | +112.8% |
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