+165.7%
CLF vs ITOT
+883.6%
-717.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | -0.3% |
| 7D | +2.3% | -0.8% | +3.1% | +4.5% |
| 30D | +1.9% | -2.0% | +4.0% | +6.3% |
| 3M | +5.9% | -1.5% | +7.4% | +9.4% |
| 6M | +16.9% | +3.3% | +13.6% | +10.5% |
| YTD | -1.1% | +12.5% | -13.5% | -19.8% |
| 1Y | +28.8% | +12.6% | +16.2% | +4.5% |
| 3Y | -20.6% | +78.6% | -99.2% | -72.3% |
| 5Y | -41.5% | +67.0% | -108.5% | -76.6% |
| 10Y | +87.5% | +292.0% | -204.5% | -85.8% |
| All | +165.7% | +883.6% | -717.9% | -95.9% |
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