-4.4%
CLX vs ITOT
+303.4%
-307.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.4% |
| 7D | -5.7% | -0.9% | -4.8% | -5.4% |
| 30D | -17.0% | -1.5% | -15.6% | -16.7% |
| 3M | -9.7% | +3.6% | -13.2% | -10.6% |
| 6M | -19.8% | +13.7% | -33.5% | -22.8% |
| YTD | -9.8% | +12.9% | -22.8% | -13.0% |
| 1Y | -26.2% | +17.2% | -43.4% | -29.6% |
| 3Y | -36.2% | +75.6% | -111.8% | -46.4% |
| 5Y | -38.3% | +75.5% | -113.8% | -48.9% |
| All | -4.4% | +303.4% | -307.8% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling