+34.6%
CP vs ITOT
+14.7%
+19.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +1.9% | +2.7% |
| 7D | +5.6% | -0.7% | +6.2% | +5.9% |
| 30D | +10.0% | -1.1% | +11.1% | +10.5% |
| 3M | +4.4% | -0.8% | +5.2% | +4.7% |
| 6M | +14.1% | +7.0% | +7.1% | +9.1% |
| YTD | +29.1% | +13.3% | +15.7% | +18.6% |
| 1Y | +34.6% | +14.8% | +19.7% | +22.2% |
| All | +34.6% | +14.7% | +19.9% | +22.2% |
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