-43.9%
CPB vs ITOT
+74.3%
-118.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.6% | -4.3% |
| 7D | -5.4% | -2.0% | -3.3% | -5.3% |
| 30D | -7.8% | -2.0% | -5.9% | -7.8% |
| 3M | -6.9% | +4.5% | -11.5% | -7.0% |
| 6M | -12.2% | +12.6% | -24.8% | -12.5% |
| YTD | -21.1% | +12.0% | -33.1% | -21.3% |
| 1Y | -33.5% | +17.3% | -50.8% | -34.0% |
| All | -43.9% | +74.3% | -118.2% | -45.3% |
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 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