If you are only using Cavalry as Rohan, you're doing it wrong. The have the King's Camp for a reason. The Soldiers of Meduseld and your 3 Marshals are the key to late game. Unfortunately, the way the game plays, cav get relegated to a supportive role. There is really no point in making more than 6 battalions, your 3 exiles, then the 3 cp free royal vanguard. If you put the rest into Warriors of Meduseld and Archers, and use your heroes on foot after banishing them, you will start destroying late game armies.
As I already said, the chief problem right now is eco. Fielding your Elite Infantry costs 300 more resources per unit than any other faction, and upgrades cannot be discounted, meaning you always pay full price. Finally, you can only get your elite infantry from an outpost, and don't have them available at your base at all. Combine this with Rohan's terrible eco and you have a very tricky situation, which absolutely requires dominance across the entire map to do anything to anybody late game. Certain factions are impossible matchups for Rohan late game, namely Lorien and Isengard. Angmar is pretty tough too, thanks to their incredible spellbook and eco, but manageble. Gondor gets destroyed by Soldiers of Meduseld, Mordor gets trampled into the dirt, since they only get 3 useful pikes, Dwarves get shut down and killed early game, and Imladris gets archer spammed to death. Now, Isengard gets destroyed early game by Rohan regardless, so they don't really need to be on the list of threats. Lorien is Rohans biggest challenge, best pikes and archers in the game is a rough combo against Rohan :S