+124.6%
CLF vs ITOT
+303.4%
-178.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +0.6% |
| 7D | -3.5% | -0.9% | -2.6% | -2.0% |
| 30D | -1.6% | -1.5% | -0.1% | +1.0% |
| 3M | -12.0% | +3.6% | -15.6% | -17.2% |
| 6M | +30.0% | +13.7% | +16.3% | +6.2% |
| YTD | -9.2% | +12.9% | -22.1% | -24.8% |
| 1Y | +2.3% | +17.2% | -14.9% | -19.2% |
| 3Y | -14.4% | +75.6% | -90.0% | -63.6% |
| 5Y | -48.3% | +75.5% | -123.8% | -77.4% |
| All | +124.6% | +303.4% | -178.8% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling