+313.3%
RSP vs CNH
+28.6%
+284.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.7% |
| 7D | -1.4% | -0.4% | -1.1% | -1.4% |
| 30D | +2.1% | -15.2% | +17.4% | +7.0% |
| 3M | -0.9% | +4.3% | -5.2% | -3.3% |
| 6M | +7.5% | +10.1% | -2.5% | +2.3% |
| YTD | +14.6% | +23.2% | -8.6% | +4.2% |
| 1Y | +17.6% | +8.5% | +9.1% | +11.2% |
| 3Y | +60.8% | +4.1% | +56.7% | +49.4% |
| 5Y | +46.1% | -17.8% | +64.0% | +42.8% |
| 10Y | +221.4% | +113.3% | +108.1% | +120.9% |
| All | +313.3% | +28.6% | +284.6% | +198.4% |
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