+304.1%
CFG vs ITOT
+300.1%
+4.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.2% |
| 7D | -1.7% | -2.0% | +0.3% | +1.1% |
| 30D | -4.6% | -2.0% | -2.7% | -2.0% |
| 3M | +7.9% | +4.5% | +3.3% | +1.3% |
| 6M | +19.9% | +12.6% | +7.2% | +1.4% |
| YTD | +21.7% | +12.0% | +9.7% | +3.9% |
| 1Y | +38.4% | +17.3% | +21.2% | +11.0% |
| 3Y | +187.0% | +75.2% | +111.8% | +33.5% |
| 5Y | +99.5% | +74.0% | +25.5% | -6.2% |
| All | +304.1% | +300.1% | +4.0% | -41.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling