+54.7%
RSP vs CNH
+9.6%
+45.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -1.3% |
| 7D | -0.8% | +23.3% | -24.1% | -5.3% |
| 30D | -0.3% | +33.5% | -33.8% | -6.8% |
| 3M | +4.3% | +32.7% | -28.4% | -2.7% |
| 6M | +8.8% | +22.2% | -13.4% | +3.1% |
| YTD | +15.3% | +57.7% | -42.4% | +1.9% |
| 1Y | +18.3% | +28.0% | -9.7% | +10.2% |
| All | +54.7% | +9.6% | +45.2% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling