+41.0%
CLS vs ITOT
+17.8%
+23.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.7% | +3.9% |
| 7D | +10.9% | -0.9% | +11.9% | +14.1% |
| 30D | +2.1% | -1.5% | +3.5% | +7.3% |
| 3M | -10.2% | +3.6% | -13.7% | -18.2% |
| 6M | +30.4% | +13.7% | +16.7% | -8.1% |
| YTD | +17.2% | +12.9% | +4.3% | -16.0% |
| 1Y | +41.0% | +17.2% | +23.8% | -7.5% |
| All | +41.0% | +17.8% | +23.2% | -7.5% |
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