+574.3%
CF vs ITOT
+292.7%
+281.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.5% |
| 30D | +18.1% | -1.1% | +19.2% | +19.1% |
| 3M | +23.4% | +3.9% | +19.5% | +18.6% |
| 6M | +17.1% | +14.7% | +2.4% | +1.5% |
| YTD | +76.2% | +13.3% | +62.9% | +54.1% |
| 1Y | +62.3% | +19.1% | +43.1% | +35.1% |
| 3Y | +71.8% | +77.3% | -5.5% | -6.5% |
| 5Y | +234.6% | +74.1% | +160.5% | +80.9% |
| 10Y | +574.3% | +293.1% | +281.1% | +20.7% |
| All | +574.3% | +292.7% | +281.5% | +20.7% |
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