+1,914.6%
CLS vs CVS
+63.8%
+1,850.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | +16.3% | +6.6% | +9.7% | +14.7% |
| 30D | -25.7% | -0.4% | -25.2% | -25.7% |
| 3M | -30.9% | -5.3% | -25.6% | -30.4% |
| 6M | -35.5% | -7.7% | -27.8% | -34.6% |
| YTD | -18.7% | +16.0% | -34.7% | -23.1% |
| 1Y | -17.9% | +16.2% | -34.1% | -22.3% |
| 3Y | +838.1% | +47.6% | +790.5% | +694.7% |
| 5Y | +1,971.9% | +12.3% | +1,959.6% | +1,823.5% |
| All | +1,914.6% | +63.8% | +1,850.8% | +1,406.3% |
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