+63.7%
CPB vs ITOT
+891.2%
-827.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.3% | +2.0% |
| 7D | -8.2% | +0.7% | -8.9% | -8.5% |
| 30D | -5.6% | -1.1% | -4.5% | -5.2% |
| 3M | +3.0% | +3.9% | -0.9% | +1.4% |
| 6M | -12.7% | +14.7% | -27.5% | -17.3% |
| YTD | -18.0% | +13.3% | -31.3% | -22.0% |
| 1Y | -31.7% | +19.1% | -50.9% | -36.4% |
| 3Y | -41.0% | +77.3% | -118.3% | -53.5% |
| 5Y | -38.4% | +74.1% | -112.5% | -51.9% |
| 10Y | -45.0% | +293.1% | -338.1% | -71.1% |
| All | +63.7% | +891.2% | -827.5% | -46.7% |
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 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