+173.8%
CAH vs ITOT
+75.8%
+98.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.8% |
| 7D | -5.1% | -0.9% | -4.2% | -4.9% |
| 30D | +0.2% | -1.5% | +1.6% | +0.5% |
| 3M | +6.3% | +3.6% | +2.7% | +5.4% |
| 6M | +9.4% | +13.7% | -4.3% | +5.7% |
| YTD | +15.0% | +12.9% | +2.0% | +11.2% |
| 1Y | +55.4% | +17.2% | +38.3% | +48.5% |
| 3Y | +173.8% | +75.6% | +98.2% | +135.1% |
| All | +173.8% | +75.8% | +98.1% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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