+61.7%
CF vs ITOT
+20.8%
+40.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.5% |
| 7D | +6.0% | +0.1% | +5.9% | +6.1% |
| 30D | +14.8% | 0.0% | +14.8% | +15.0% |
| 3M | +14.1% | +2.0% | +12.1% | +16.5% |
| 6M | +28.5% | +13.0% | +15.5% | +48.9% |
| YTD | +74.9% | +14.0% | +61.0% | +101.2% |
| 1Y | +61.7% | +19.9% | +41.8% | +89.5% |
| All | +61.7% | +20.8% | +40.9% | +89.5% |
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