+95.2%
CNC vs ITOT
+303.4%
-208.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +0.9% |
| 7D | -0.9% | -0.9% | 0.0% | -0.2% |
| 30D | -1.0% | -1.5% | +0.5% | +0.1% |
| 3M | +4.5% | +3.6% | +1.0% | +1.7% |
| 6M | +85.2% | +13.7% | +71.5% | +67.3% |
| YTD | +61.4% | +12.9% | +48.5% | +46.3% |
| 1Y | +94.9% | +17.2% | +77.7% | +71.5% |
| 3Y | 0.0% | +75.6% | -75.6% | -39.3% |
| 5Y | +11.2% | +75.5% | -64.3% | -33.7% |
| All | +95.2% | +303.4% | -208.2% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling