+332.6%
CLX vs ITOT
+875.1%
-542.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +9.5% | +2.5% | +7.0% | +8.5% |
| 30D | +30.7% | -1.7% | +32.4% | +31.5% |
| 3M | +4.2% | -3.4% | +7.6% | +5.6% |
| 6M | +22.1% | +2.1% | +20.0% | +20.9% |
| YTD | +14.1% | +11.5% | +2.6% | +9.0% |
| 1Y | +10.3% | +13.6% | -3.3% | +4.6% |
| 3Y | -7.8% | +77.2% | -85.0% | -27.8% |
| 5Y | -20.8% | +64.4% | -85.2% | -36.8% |
| 10Y | +31.9% | +288.6% | -256.7% | -31.2% |
| All | +332.6% | +875.1% | -542.4% | +36.9% |
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