+28.1%
CL vs ITOT
+73.9%
-45.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -1.4% | +0.7% | -2.0% | -1.5% |
| 30D | -5.2% | -1.1% | -4.1% | -5.0% |
| 3M | +3.3% | +3.9% | -0.6% | +2.5% |
| 6M | -4.4% | +14.7% | -19.1% | -7.1% |
| YTD | +13.9% | +13.3% | +0.6% | +10.9% |
| 1Y | +7.6% | +19.1% | -11.5% | +3.5% |
| 3Y | +29.6% | +77.3% | -47.8% | +10.3% |
| 5Y | +28.1% | +74.1% | -46.0% | +6.2% |
| All | +28.1% | +73.9% | -45.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling