+330.5%
CFG vs ITOT
+348.0%
-17.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | -0.9% |
| 7D | -0.8% | -0.8% | 0.0% | +0.1% |
| 30D | +3.1% | -2.0% | +5.2% | +5.8% |
| 3M | -9.7% | -1.5% | -8.2% | -8.1% |
| 6M | +6.7% | +3.3% | +3.4% | +1.5% |
| YTD | +15.2% | +12.5% | +2.7% | -2.1% |
| 1Y | +28.8% | +12.6% | +16.2% | +9.3% |
| 3Y | +190.1% | +78.6% | +111.4% | +33.3% |
| 5Y | +63.4% | +67.0% | -3.6% | -17.1% |
| 10Y | +219.8% | +292.0% | -72.2% | -43.6% |
| All | +330.5% | +348.0% | -17.5% | -33.0% |
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 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