+75.6%
ITOT vs CLBK
+52.2%
+23.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -0.9% | -1.5% | +0.5% | -0.6% |
| 30D | -1.5% | -1.0% | -0.4% | -1.2% |
| 3M | +3.6% | +22.9% | -19.4% | -1.2% |
| 6M | +13.7% | +44.2% | -30.5% | +4.6% |
| YTD | +12.9% | +64.0% | -51.0% | +0.7% |
| 1Y | +17.2% | +65.7% | -48.5% | +4.0% |
| 3Y | +75.6% | +54.1% | +21.6% | +55.0% |
| All | +75.6% | +52.2% | +23.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling