+260.5%
CP vs ITOT
+287.5%
-27.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +2.1% | +2.5% | -0.3% | 0.0% |
| 30D | +9.3% | -1.7% | +11.0% | +10.7% |
| 3M | +0.5% | -3.4% | +3.8% | +3.2% |
| 6M | +10.4% | +2.1% | +8.3% | +7.7% |
| YTD | +28.7% | +11.5% | +17.2% | +15.8% |
| 1Y | +33.2% | +13.6% | +19.6% | +17.8% |
| 3Y | +38.4% | +77.2% | -38.8% | -19.5% |
| 5Y | +26.2% | +64.4% | -38.2% | -21.9% |
| All | +260.5% | +287.5% | -27.0% | -7.5% |
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