+481.0%
CF vs ITOT
+286.7%
+194.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.9% |
| 7D | +4.8% | -0.5% | +5.3% | +4.7% |
| 30D | +9.7% | -3.4% | +13.1% | +12.1% |
| 3M | +1.2% | -3.1% | +4.3% | +2.9% |
| 6M | +7.4% | +2.2% | +5.2% | +3.6% |
| YTD | +60.5% | +11.0% | +49.5% | +41.8% |
| 1Y | +50.7% | +11.4% | +39.3% | +32.5% |
| 3Y | +64.8% | +76.4% | -11.6% | -10.4% |
| 5Y | +115.8% | +65.1% | +50.7% | +23.1% |
| 10Y | +481.0% | +287.4% | +193.7% | +12.2% |
| All | +481.0% | +286.7% | +194.4% | +12.2% |
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 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