+34.8%
CF vs ITOT
+14.7%
+20.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -2.6% |
| 7D | -6.9% | -0.7% | -6.2% | -7.4% |
| 30D | -3.7% | -1.1% | -2.7% | -4.6% |
| 3M | -5.0% | -0.8% | -4.1% | -5.4% |
| 6M | -10.5% | +7.0% | -17.4% | -2.0% |
| YTD | +46.5% | +13.3% | +33.2% | +74.7% |
| 1Y | +34.8% | +14.8% | +20.0% | +59.0% |
| All | +34.8% | +14.7% | +20.1% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling