+54.4%
CVS vs ITOT
+75.8%
-21.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.2% | -0.9% | -1.2% | -1.9% |
| 30D | -0.1% | -1.5% | +1.4% | +0.4% |
| 3M | -5.2% | +3.6% | -8.8% | -6.4% |
| 6M | +26.9% | +13.7% | +13.2% | +21.2% |
| YTD | +22.1% | +12.9% | +9.1% | +16.8% |
| 1Y | +30.8% | +17.2% | +13.6% | +23.4% |
| 3Y | +54.4% | +75.6% | -21.2% | +20.5% |
| All | +54.4% | +75.8% | -21.4% | +20.5% |
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 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