-46.7%
CPB vs ITOT
+303.4%
-350.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | -1.8% | -0.9% | -0.9% | -1.6% |
| 30D | -7.1% | -1.5% | -5.6% | -6.8% |
| 3M | -6.0% | +3.6% | -9.6% | -6.8% |
| 6M | -5.3% | +13.7% | -19.0% | -8.2% |
| YTD | -20.8% | +12.9% | -33.8% | -23.2% |
| 1Y | -33.8% | +17.2% | -51.0% | -36.5% |
| 3Y | -43.7% | +75.6% | -119.4% | -51.8% |
| 5Y | -40.7% | +75.5% | -116.2% | -49.7% |
| All | -46.7% | +303.4% | -350.2% | -69.4% |
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