+3,038.3%
CLS vs CVS
+40.0%
+2,998.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +20.1% | -1.9% | +22.0% | +20.6% |
| 30D | +6.0% | -0.3% | +6.3% | +6.0% |
| 3M | -10.3% | -1.1% | -9.2% | -10.0% |
| 6M | +24.5% | +23.7% | +0.8% | +17.7% |
| YTD | +12.9% | +23.0% | -10.1% | +5.9% |
| 1Y | +36.7% | +37.2% | -0.5% | +24.5% |
| 3Y | +1,328.1% | +62.4% | +1,265.6% | +1,087.1% |
| 5Y | +3,682.3% | +31.8% | +3,650.5% | +3,236.8% |
| 10Y | +3,038.3% | +41.9% | +2,996.4% | +2,337.4% |
| All | +3,038.3% | +40.0% | +2,998.3% | +2,337.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling