+324.3%
RSP vs CNH
+42.8%
+281.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | -0.3% | +6.7% | -7.0% | -2.4% |
| 30D | +4.4% | +7.2% | -2.8% | +1.9% |
| 3M | +1.3% | +17.5% | -16.2% | -4.8% |
| 6M | +10.0% | +15.0% | -5.0% | +3.2% |
| YTD | +17.6% | +36.8% | -19.2% | +3.5% |
| 1Y | +19.2% | +27.6% | -8.4% | +7.1% |
| 3Y | +66.0% | +34.3% | +31.7% | +42.3% |
| 5Y | +50.4% | -12.2% | +62.7% | +44.0% |
| 10Y | +215.7% | +113.9% | +101.8% | +114.7% |
| All | +324.3% | +42.8% | +281.5% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling