+58.6%
CNH vs ITOT
+442.5%
-383.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -4.9% |
| 7D | +8.8% | +0.7% | +8.1% | +8.0% |
| 30D | +24.7% | -1.1% | +25.8% | +26.2% |
| 3M | +27.3% | +3.9% | +23.5% | +21.9% |
| 6M | +23.2% | +14.7% | +8.4% | +4.9% |
| YTD | +48.9% | +13.3% | +35.6% | +28.7% |
| 1Y | +19.4% | +19.1% | +0.3% | -2.9% |
| 3Y | +7.8% | +77.3% | -69.6% | -45.6% |
| 5Y | +8.7% | +74.1% | -65.3% | -43.9% |
| 10Y | +149.5% | +293.1% | -143.6% | -50.2% |
| All | +58.6% | +442.5% | -383.9% | -76.6% |
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