+26.3%
CL vs ITOT
+13.1%
+13.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.9% |
| 30D | +9.5% | -2.0% | +11.6% | +9.2% |
| 3M | +6.8% | -1.5% | +8.3% | +6.5% |
| 6M | +14.3% | +3.3% | +11.0% | +14.3% |
| YTD | +27.0% | +12.5% | +14.5% | +25.3% |
| 1Y | +26.3% | +12.6% | +13.7% | +24.7% |
| All | +26.3% | +13.1% | +13.2% | +24.7% |
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