+485.8%
CL vs ITOT
+896.7%
-410.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | -4.8% | 0.0% | -4.8% | -4.9% |
| 3M | +4.9% | +2.0% | +3.0% | +3.6% |
| 6M | -5.7% | +13.0% | -18.8% | -11.6% |
| YTD | +14.4% | +14.0% | +0.4% | +6.6% |
| 1Y | +8.7% | +19.9% | -11.2% | -1.5% |
| 3Y | +30.0% | +75.8% | -45.8% | -5.5% |
| 5Y | +28.4% | +73.8% | -45.5% | -7.8% |
| 10Y | +50.1% | +295.9% | -245.8% | -34.1% |
| All | +485.8% | +896.7% | -410.9% | +43.0% |
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