+5,967.0%
CF vs ITOT
+794.9%
+5,172.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -2.9% |
| 7D | +6.0% | +0.1% | +5.9% | +5.8% |
| 30D | +14.8% | 0.0% | +14.8% | +14.6% |
| 3M | +14.1% | +2.0% | +12.1% | +10.6% |
| 6M | +28.5% | +13.0% | +15.5% | +8.5% |
| YTD | +74.9% | +14.0% | +61.0% | +45.9% |
| 1Y | +61.7% | +19.9% | +41.8% | +26.6% |
| 3Y | +80.3% | +75.8% | +4.5% | -14.1% |
| 5Y | +226.0% | +73.8% | +152.1% | +50.5% |
| 10Y | +569.9% | +295.9% | +274.0% | +7.3% |
| All | +5,967.0% | +794.9% | +5,172.1% | +278.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling