+302.6%
CFG vs ITOT
+302.7%
-0.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.2% |
| 7D | -0.6% | -0.4% | -0.2% | -0.1% |
| 30D | -4.5% | -1.6% | -3.0% | -2.5% |
| 3M | +6.3% | +3.5% | +2.8% | +1.2% |
| 6M | +20.6% | +13.1% | +7.5% | +1.4% |
| YTD | +21.2% | +12.7% | +8.5% | +2.6% |
| 1Y | +38.2% | +18.3% | +19.9% | +9.4% |
| 3Y | +185.9% | +76.4% | +109.5% | +31.8% |
| 5Y | +97.0% | +73.8% | +23.2% | -7.1% |
| All | +302.6% | +302.7% | -0.1% | -41.7% |
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