-48.2%
CLF vs ITOT
+73.3%
-121.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.1% |
| 30D | -3.2% | -1.6% | -1.6% | -0.6% |
| 3M | -5.0% | +3.5% | -8.5% | -10.3% |
| 6M | +26.6% | +13.1% | +13.5% | +4.7% |
| YTD | -9.0% | +12.7% | -21.7% | -24.1% |
| 1Y | +11.8% | +18.3% | -6.5% | -12.4% |
| 3Y | -15.1% | +76.4% | -91.5% | -61.9% |
| 5Y | -48.2% | +73.8% | -122.0% | -76.2% |
| All | -48.2% | +73.3% | -121.5% | -76.2% |
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 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