+1,853.9%
CHD vs ITOT
+885.8%
+968.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | -7.6% | -1.6% | -6.0% | -7.0% |
| 3M | -1.6% | +3.5% | -5.1% | -3.2% |
| 6M | -6.3% | +13.1% | -19.4% | -11.3% |
| YTD | +14.6% | +12.7% | +1.9% | +8.5% |
| 1Y | +1.6% | +18.3% | -16.7% | -6.0% |
| 3Y | +3.1% | +76.4% | -73.2% | -21.4% |
| 5Y | +21.1% | +73.8% | -52.7% | -8.5% |
| 10Y | +128.6% | +301.2% | -172.6% | +11.5% |
| All | +1,853.9% | +885.8% | +968.0% | +459.0% |
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