+249.2%
CLX vs ITOT
+885.8%
-636.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.9% |
| 7D | -4.9% | -0.4% | -4.6% | -4.8% |
| 30D | -15.8% | -1.6% | -14.2% | -15.3% |
| 3M | -7.9% | +3.5% | -11.5% | -9.2% |
| 6M | -19.0% | +13.1% | -32.2% | -23.0% |
| YTD | -7.9% | +12.7% | -20.7% | -12.4% |
| 1Y | -25.4% | +18.3% | -43.7% | -30.4% |
| 3Y | -35.0% | +76.4% | -111.4% | -49.0% |
| 5Y | -36.8% | +73.8% | -110.5% | -50.7% |
| 10Y | -1.4% | +301.2% | -302.7% | -49.3% |
| All | +249.2% | +885.8% | -636.7% | +10.0% |
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