-17.4%
CCL vs ITOT
+891.2%
-908.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -0.5% |
| 7D | -0.1% | +0.7% | -0.8% | -1.1% |
| 30D | -20.0% | -1.1% | -18.9% | -18.6% |
| 3M | -13.7% | +3.9% | -17.5% | -17.9% |
| 6M | -9.0% | +14.7% | -23.8% | -24.4% |
| YTD | -22.8% | +13.3% | -36.1% | -34.5% |
| 1Y | -25.3% | +19.1% | -44.5% | -41.0% |
| 3Y | +54.1% | +77.3% | -23.3% | -28.1% |
| 5Y | +3.5% | +74.1% | -70.6% | -46.0% |
| 10Y | -41.0% | +293.1% | -334.2% | -87.5% |
| All | -17.4% | +891.2% | -908.5% | -94.0% |
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