+37.4%
CMI vs ITOT
+17.8%
+19.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.1% |
| 7D | -0.7% | -0.9% | +0.2% | +0.7% |
| 30D | -12.4% | -1.5% | -10.9% | -10.4% |
| 3M | -14.8% | +3.6% | -18.3% | -19.8% |
| 6M | +0.8% | +13.7% | -12.9% | -18.2% |
| YTD | +10.2% | +12.9% | -2.7% | -9.0% |
| 1Y | +37.4% | +17.2% | +20.3% | +7.7% |
| All | +37.4% | +17.8% | +19.6% | +7.7% |
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 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