+223.6%
CP vs ITOT
+300.1%
-76.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.8% |
| 7D | -2.7% | -2.0% | -0.7% | -0.9% |
| 30D | -3.4% | -2.0% | -1.4% | -1.6% |
| 3M | -0.6% | +4.5% | -5.2% | -4.7% |
| 6M | +6.3% | +12.6% | -6.3% | -4.8% |
| YTD | +21.2% | +12.0% | +9.2% | +9.0% |
| 1Y | +20.0% | +17.3% | +2.8% | +3.4% |
| 3Y | +18.7% | +75.2% | -56.5% | -30.0% |
| 5Y | +34.8% | +74.0% | -39.3% | -20.9% |
| All | +223.6% | +300.1% | -76.5% | -15.8% |
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 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