+152.5%
CNH vs ITOT
+300.1%
-147.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.2% | -2.1% |
| 7D | -2.5% | -2.0% | -0.4% | 0.0% |
| 30D | +27.0% | -2.0% | +29.0% | +29.9% |
| 3M | +32.6% | +4.5% | +28.1% | +25.9% |
| 6M | +23.6% | +12.6% | +10.9% | +7.6% |
| YTD | +47.8% | +12.0% | +35.8% | +29.5% |
| 1Y | +21.3% | +17.3% | +4.0% | +0.5% |
| 3Y | +7.0% | +75.2% | -68.3% | -45.4% |
| 5Y | +10.2% | +74.0% | -63.8% | -43.2% |
| All | +152.5% | +300.1% | -147.6% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling