+251.7%
CB vs ITOT
+287.5%
-35.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +2.9% | +2.5% | +0.5% | +1.2% |
| 30D | +7.3% | -1.7% | +9.0% | +8.3% |
| 3M | +9.4% | -3.4% | +12.7% | +11.5% |
| 6M | +19.6% | +2.1% | +17.5% | +16.9% |
| YTD | +21.5% | +11.5% | +10.0% | +11.1% |
| 1Y | +28.0% | +13.6% | +14.4% | +15.3% |
| 3Y | +74.9% | +77.2% | -2.3% | +9.0% |
| 5Y | +108.1% | +64.4% | +43.8% | +36.4% |
| All | +251.7% | +287.5% | -35.8% | +17.1% |
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