+2,161.6%
CP vs ITOT
+878.9%
+1,282.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | +0.9% | +3.3% | -2.4% | -2.4% |
| 30D | +10.3% | -2.5% | +12.8% | +12.8% |
| 3M | +2.3% | -2.3% | +4.6% | +4.4% |
| 6M | +10.7% | +3.0% | +7.7% | +6.4% |
| YTD | +29.3% | +11.9% | +17.4% | +13.9% |
| 1Y | +31.5% | +12.0% | +19.4% | +15.6% |
| 3Y | +36.7% | +77.8% | -41.1% | -27.1% |
| 5Y | +26.8% | +65.0% | -38.2% | -28.0% |
| 10Y | +260.1% | +290.1% | -30.0% | -22.3% |
| All | +2,161.6% | +878.9% | +1,282.8% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling