+207.1%
RSP vs CNH
+165.6%
+41.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.8% |
| 7D | -0.8% | +23.3% | -24.1% | -7.6% |
| 30D | -0.3% | +33.5% | -33.8% | -9.9% |
| 3M | +4.3% | +32.7% | -28.4% | -6.0% |
| 6M | +8.8% | +22.2% | -13.4% | 0.0% |
| YTD | +15.3% | +57.7% | -42.4% | -3.4% |
| 1Y | +18.3% | +28.0% | -9.7% | +6.1% |
| 3Y | +52.8% | +11.5% | +41.3% | +39.4% |
| 5Y | +51.7% | +11.9% | +39.8% | +33.6% |
| All | +207.1% | +165.6% | +41.4% | +82.6% |
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