+57.3%
CL vs ITOT
+293.9%
-236.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.3% | -0.4% | -1.9% | -2.2% |
| 30D | -5.5% | -1.6% | -3.9% | -4.9% |
| 3M | +0.8% | +3.5% | -2.7% | -0.7% |
| 6M | -4.2% | +13.1% | -17.3% | -9.1% |
| YTD | +13.4% | +12.7% | +0.7% | +7.6% |
| 1Y | +7.1% | +18.3% | -11.2% | -0.7% |
| 3Y | +29.0% | +76.4% | -47.4% | -2.2% |
| 5Y | +28.3% | +73.8% | -45.5% | -3.4% |
| 10Y | +57.3% | +301.2% | -243.9% | -27.2% |
| All | +57.3% | +293.9% | -236.6% | -27.2% |
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 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