+362.4%
CFG vs ITOT
+354.0%
+8.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -3.8% | 0.0% | -3.8% | -3.9% |
| 3M | +11.5% | +2.0% | +9.5% | +8.3% |
| 6M | +19.2% | +13.0% | +6.1% | +0.7% |
| YTD | +23.7% | +14.0% | +9.7% | +3.6% |
| 1Y | +38.8% | +19.9% | +18.9% | +8.6% |
| 3Y | +178.9% | +75.8% | +103.1% | +31.7% |
| 5Y | +101.8% | +73.8% | +27.9% | -3.0% |
| 10Y | +317.3% | +295.9% | +21.4% | -27.3% |
| All | +362.4% | +354.0% | +8.4% | -29.2% |
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 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