+719.5%
CVS vs ITOT
+885.8%
-166.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.9% | -0.4% | -1.5% | -1.7% |
| 30D | -0.3% | -1.6% | +1.3% | +0.7% |
| 3M | -1.1% | +3.5% | -4.7% | -3.7% |
| 6M | +23.7% | +13.1% | +10.6% | +12.9% |
| YTD | +23.0% | +12.7% | +10.3% | +12.4% |
| 1Y | +37.2% | +18.3% | +18.9% | +20.9% |
| 3Y | +62.4% | +76.4% | -13.9% | +5.4% |
| 5Y | +31.8% | +73.8% | -41.9% | -15.2% |
| 10Y | +41.9% | +301.2% | -259.3% | -52.0% |
| All | +719.5% | +885.8% | -166.4% | +31.2% |
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