+63.9%
CAG vs ITOT
+879.4%
-815.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.4% |
| 7D | -5.9% | -2.0% | -3.9% | -5.1% |
| 30D | -1.5% | -2.0% | +0.4% | -0.7% |
| 3M | +11.5% | +4.5% | +6.9% | +9.2% |
| 6M | -15.7% | +12.6% | -28.3% | -20.1% |
| YTD | -10.2% | +12.0% | -22.2% | -14.8% |
| 1Y | -18.1% | +17.3% | -35.3% | -23.9% |
| 3Y | -39.4% | +75.2% | -114.6% | -53.6% |
| 5Y | -42.6% | +74.0% | -116.6% | -56.6% |
| 10Y | -35.6% | +298.6% | -334.2% | -68.3% |
| All | +63.9% | +879.4% | -815.6% | -50.3% |
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