+48.4%
RSP vs CNH
-16.3%
+64.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +0.2% |
| 7D | +1.8% | +6.4% | -4.6% | 0.0% |
| 30D | +3.5% | -1.6% | +5.1% | +3.7% |
| 3M | +0.2% | +11.6% | -11.3% | -3.8% |
| 6M | +9.1% | +12.5% | -3.4% | +3.7% |
| YTD | +16.6% | +31.1% | -14.5% | +4.9% |
| 1Y | +17.9% | +17.0% | +0.9% | +9.7% |
| 3Y | +64.6% | +28.7% | +35.9% | +43.8% |
| 5Y | +48.4% | -17.4% | +65.8% | +45.8% |
| All | +48.4% | -16.3% | +64.7% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling