+7.1%
CL vs ITOT
+18.5%
-11.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | -2.3% | -0.4% | -1.9% | -2.3% |
| 30D | -5.5% | -1.6% | -3.9% | -5.7% |
| 3M | +0.8% | +3.5% | -2.7% | +1.5% |
| 6M | -4.2% | +13.1% | -17.3% | -3.5% |
| YTD | +13.4% | +12.7% | +0.7% | +14.0% |
| 1Y | +7.1% | +18.3% | -11.2% | +11.1% |
| All | +7.1% | +18.5% | -11.4% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling