-29.6%
CLS vs CVS
+5.1%
-34.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -12.5% | +3.5% | -9.8% |
| 7D | -21.1% | -11.1% | -10.0% | -21.6% |
| 30D | -38.2% | -7.4% | -30.8% | -38.1% |
| 3M | -36.3% | -22.9% | -13.4% | -37.2% |
| 6M | -43.8% | -1.2% | -42.6% | -42.2% |
| YTD | -20.0% | +3.9% | -23.9% | -22.2% |
| 1Y | -29.6% | +5.6% | -35.1% | -32.0% |
| All | -29.6% | +5.1% | -34.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling