-42.6%
CCL vs ITOT
+303.4%
-346.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | -0.3% |
| 7D | -3.2% | -0.9% | -2.3% | -1.6% |
| 30D | -17.8% | -1.5% | -16.3% | -15.5% |
| 3M | -18.7% | +3.6% | -22.2% | -23.5% |
| 6M | -11.4% | +13.7% | -25.1% | -28.6% |
| YTD | -24.3% | +12.9% | -37.2% | -38.0% |
| 1Y | -28.8% | +17.2% | -46.0% | -45.5% |
| 3Y | +49.3% | +75.6% | -26.3% | -42.5% |
| 5Y | +1.6% | +75.5% | -73.9% | -57.5% |
| All | -42.6% | +303.4% | -346.1% | -90.5% |
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 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