+619.9%
CF vs ITOT
+293.9%
+326.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.3% |
| 7D | -0.8% | -0.4% | -0.5% | -0.6% |
| 30D | +14.3% | -1.6% | +15.9% | +15.7% |
| 3M | +27.9% | +3.5% | +24.3% | +23.2% |
| 6M | +25.5% | +13.1% | +12.4% | +10.3% |
| YTD | +81.2% | +12.7% | +68.5% | +59.2% |
| 1Y | +66.5% | +18.3% | +48.2% | +39.5% |
| 3Y | +76.7% | +76.4% | +0.3% | -3.3% |
| 5Y | +237.8% | +73.8% | +164.1% | +82.8% |
| 10Y | +619.9% | +301.2% | +318.6% | +24.1% |
| All | +619.9% | +293.9% | +326.0% | +24.1% |
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