+39.1%
CP vs ITOT
+78.3%
-39.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +0.9% | +3.3% | -2.4% | -1.3% |
| 30D | +10.3% | -2.5% | +12.8% | +12.0% |
| 3M | +2.3% | -2.3% | +4.6% | +3.7% |
| 6M | +10.7% | +3.0% | +7.7% | +7.8% |
| YTD | +29.3% | +11.9% | +17.4% | +18.3% |
| 1Y | +31.5% | +12.0% | +19.4% | +20.2% |
| All | +39.1% | +78.3% | -39.2% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling