+41.9%
CMI vs ITOT
+20.8%
+21.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.9% |
| 30D | -13.4% | 0.0% | -13.5% | -13.5% |
| 3M | -17.0% | +2.0% | -18.9% | -19.7% |
| 6M | -1.6% | +13.0% | -14.7% | -19.4% |
| YTD | +11.0% | +14.0% | -3.0% | -9.7% |
| 1Y | +41.9% | +19.9% | +22.0% | +7.4% |
| All | +41.9% | +20.8% | +21.1% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling