+4,013.6%
CMG vs ITOT
+747.1%
+3,266.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.6% |
| 7D | -2.1% | -0.9% | -1.1% | -1.2% |
| 30D | +10.9% | -1.5% | +12.4% | +12.4% |
| 3M | +15.8% | +3.6% | +12.3% | +11.7% |
| 6M | +6.9% | +13.7% | -6.8% | -5.8% |
| YTD | -2.2% | +12.9% | -15.1% | -13.2% |
| 1Y | -7.1% | +17.2% | -24.3% | -20.3% |
| 3Y | -7.1% | +75.6% | -82.8% | -46.0% |
| 5Y | -4.8% | +75.5% | -80.3% | -44.0% |
| 10Y | +324.3% | +302.0% | +22.4% | +13.4% |
| All | +4,013.6% | +747.1% | +3,266.6% | +460.7% |
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 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