+888.0%
CCI vs ITOT
+885.8%
+2.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | +2.1% | -1.6% | +3.7% | +3.5% |
| 3M | -17.8% | +3.5% | -21.4% | -20.7% |
| 6M | -14.2% | +13.1% | -27.3% | -23.6% |
| YTD | -13.3% | +12.7% | -26.1% | -22.6% |
| 1Y | -16.6% | +18.3% | -34.9% | -28.8% |
| 3Y | -10.8% | +76.4% | -87.2% | -48.8% |
| 5Y | -50.3% | +73.8% | -124.1% | -71.5% |
| 10Y | +22.5% | +301.2% | -278.7% | -70.5% |
| All | +888.0% | +885.8% | +2.2% | -15.2% |
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 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