+1,261.6%
CB vs ITOT
+871.0%
+390.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | +0.7% | -0.5% | +1.2% | +1.0% |
| 30D | +8.2% | -3.4% | +11.6% | +11.1% |
| 3M | +6.3% | -3.1% | +9.4% | +8.7% |
| 6M | +16.2% | +2.2% | +14.0% | +12.6% |
| YTD | +19.3% | +11.0% | +8.3% | +6.7% |
| 1Y | +29.2% | +11.4% | +17.8% | +15.0% |
| 3Y | +71.4% | +76.4% | -4.9% | -3.4% |
| 5Y | +104.2% | +65.1% | +39.1% | +19.2% |
| 10Y | +246.7% | +287.4% | -40.7% | -15.0% |
| All | +1,261.6% | +871.0% | +390.7% | +24.4% |
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