+41.1%
CLS vs ITOT
+20.8%
+20.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.8% |
| 7D | +4.6% | +0.1% | +4.5% | +4.4% |
| 30D | -13.9% | 0.0% | -13.9% | -13.5% |
| 3M | -26.6% | +2.0% | -28.5% | -29.2% |
| 6M | +15.4% | +13.0% | +2.4% | -16.5% |
| YTD | +5.7% | +14.0% | -8.3% | -25.8% |
| 1Y | +41.1% | +19.9% | +21.2% | -3.9% |
| All | +41.1% | +20.8% | +20.3% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling