-13.7%
CLF vs ITOT
+77.4%
-91.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -0.7% |
| 7D | +6.5% | +0.7% | +5.8% | +5.2% |
| 30D | +0.2% | -1.1% | +1.4% | +2.3% |
| 3M | -3.1% | +3.9% | -7.0% | -9.8% |
| 6M | +25.0% | +14.7% | +10.3% | -1.7% |
| YTD | -7.5% | +13.3% | -20.8% | -25.4% |
| 1Y | +11.5% | +19.1% | -7.6% | -16.3% |
| 3Y | -13.7% | +77.3% | -91.0% | -60.2% |
| All | -13.7% | +77.4% | -91.1% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling