+736.3%
CAH vs ITOT
+885.8%
-149.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -2.2% | -0.4% | -1.9% | -2.0% |
| 30D | +1.2% | -1.6% | +2.8% | +2.3% |
| 3M | +13.1% | +3.5% | +9.6% | +10.0% |
| 6M | +8.5% | +13.1% | -4.7% | -1.5% |
| YTD | +17.6% | +12.7% | +4.9% | +7.0% |
| 1Y | +60.7% | +18.3% | +42.4% | +40.5% |
| 3Y | +183.2% | +76.4% | +106.8% | +78.9% |
| 5Y | +402.2% | +73.8% | +328.4% | +213.8% |
| 10Y | +302.3% | +301.2% | +1.1% | +29.4% |
| All | +736.3% | +885.8% | -149.5% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling