+89.6%
CL vs ITOT
+287.5%
-197.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +3.2% | +2.5% | +0.7% | +2.2% |
| 30D | +8.0% | -1.7% | +9.7% | +8.6% |
| 3M | +7.9% | -3.4% | +11.2% | +9.1% |
| 6M | +14.7% | +2.1% | +12.6% | +13.3% |
| YTD | +29.2% | +11.5% | +17.7% | +22.9% |
| 1Y | +29.5% | +13.6% | +15.9% | +22.2% |
| 3Y | +40.7% | +77.2% | -36.5% | +6.2% |
| 5Y | +43.9% | +64.4% | -20.5% | +11.5% |
| All | +89.6% | +287.5% | -197.9% | -11.2% |
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