+12.6%
ITOT vs CRL
+56.9%
-44.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.5% |
| 7D | -2.0% | -6.9% | +4.9% | -1.4% |
| 30D | -2.0% | -3.2% | +1.2% | -1.7% |
| 3M | +4.5% | +46.5% | -42.0% | +0.5% |
| 6M | +12.6% | +63.1% | -50.5% | +5.8% |
| All | +12.6% | +56.9% | -44.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 6mo: compounded portfolio wealth divided by compounded CRL 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…
6mo analysis · Full analysis span regression · 6 months rolling