+192.6%
CFG vs ITOT
+79.2%
+113.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.7% |
| 7D | -0.8% | -0.8% | 0.0% | 0.0% |
| 30D | +3.1% | -2.0% | +5.2% | +5.5% |
| 3M | -9.7% | -1.5% | -8.2% | -8.2% |
| 6M | +6.7% | +3.3% | +3.4% | +2.0% |
| YTD | +15.2% | +12.5% | +2.7% | -0.9% |
| 1Y | +28.8% | +12.6% | +16.2% | +10.6% |
| All | +192.6% | +79.2% | +113.4% | +20.2% |
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