+41.3%
CL vs ITOT
+63.5%
-22.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | +11.6% | -3.0% | +14.6% | +12.1% |
| 3M | +5.6% | -2.7% | +8.3% | +6.1% |
| 6M | +13.2% | +2.6% | +10.5% | +12.4% |
| YTD | +26.9% | +11.5% | +15.4% | +23.8% |
| 1Y | +27.3% | +13.5% | +13.8% | +23.7% |
| 3Y | +39.7% | +79.7% | -40.0% | +18.1% |
| 5Y | +41.3% | +64.2% | -22.9% | +18.3% |
| All | +41.3% | +63.5% | -22.2% | +18.3% |
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