+6,764.5%
CMI vs ITOT
+879.4%
+5,885.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | 0.0% |
| 7D | +0.8% | -2.0% | +2.9% | +3.6% |
| 30D | -12.8% | -2.0% | -10.8% | -10.5% |
| 3M | -12.4% | +4.5% | -17.0% | -17.4% |
| 6M | -0.9% | +12.6% | -13.5% | -14.9% |
| YTD | +8.9% | +12.0% | -3.1% | -5.4% |
| 1Y | +37.7% | +17.3% | +20.4% | +12.6% |
| 3Y | +148.9% | +75.2% | +73.6% | +18.5% |
| 5Y | +164.4% | +74.0% | +90.3% | +22.8% |
| 10Y | +506.9% | +298.6% | +208.3% | -23.0% |
| All | +6,764.5% | +879.4% | +5,885.1% | +139.8% |
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