+3,616.8%
CLS vs ITOT
+71.8%
+3,545.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -1.3% |
| 7D | +5.0% | -2.0% | +7.0% | +8.9% |
| 30D | +4.8% | -2.0% | +6.7% | +8.9% |
| 3M | -10.4% | +4.5% | -14.9% | -16.2% |
| 6M | +20.8% | +12.6% | +8.2% | +1.1% |
| YTD | +10.0% | +12.0% | -2.0% | -6.7% |
| 1Y | +28.5% | +17.3% | +11.3% | +2.8% |
| 3Y | +1,292.2% | +75.2% | +1,217.0% | +580.9% |
| 5Y | +3,616.8% | +74.0% | +3,542.8% | +1,718.3% |
| All | +3,616.8% | +71.8% | +3,545.0% | +1,718.3% |
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