+34.9%
CP vs ITOT
+73.3%
-38.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | +0.6% | -0.4% | +1.0% | +0.9% |
| 30D | -0.5% | -1.6% | +1.1% | +0.7% |
| 3M | +0.1% | +3.5% | -3.5% | -2.7% |
| 6M | +7.8% | +13.1% | -5.3% | -2.3% |
| YTD | +22.9% | +12.7% | +10.1% | +11.6% |
| 1Y | +21.3% | +18.3% | +3.0% | +6.0% |
| 3Y | +20.4% | +76.4% | -56.0% | -24.0% |
| 5Y | +34.9% | +73.8% | -38.8% | -15.5% |
| All | +34.9% | +73.3% | -38.4% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling