+546.7%
CL vs ITOT
+883.6%
-336.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +9.5% | -2.0% | +11.6% | +10.4% |
| 3M | +6.8% | -1.5% | +8.3% | +7.3% |
| 6M | +14.3% | +3.3% | +11.0% | +11.9% |
| YTD | +26.3% | +12.5% | +13.8% | +18.2% |
| 1Y | +25.6% | +12.6% | +13.0% | +17.4% |
| 3Y | +38.5% | +78.6% | -40.2% | -0.3% |
| 5Y | +40.7% | +67.0% | -26.3% | +3.2% |
| 10Y | +83.1% | +292.0% | -208.9% | -19.5% |
| All | +546.7% | +883.6% | -336.9% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling