+67.8%
CF vs ITOT
+77.6%
-9.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.8% | +2.5% | +2.3% | +4.8% |
| 30D | +4.7% | -1.7% | +6.4% | +4.7% |
| 3M | +7.4% | -3.4% | +10.8% | +7.6% |
| 6M | +0.6% | +2.1% | -1.5% | +0.1% |
| YTD | +64.1% | +11.5% | +52.6% | +60.2% |
| 1Y | +51.4% | +13.6% | +37.8% | +46.5% |
| 3Y | +67.8% | +77.2% | -9.4% | +19.0% |
| All | +67.8% | +77.6% | -9.8% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling