+36.7%
CLS vs CVS
+37.5%
-0.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.0% |
| 7D | +20.1% | -1.9% | +22.0% | +19.9% |
| 30D | +6.0% | -0.3% | +6.3% | +6.1% |
| 3M | -10.3% | -1.1% | -9.2% | -9.4% |
| 6M | +24.5% | +23.7% | +0.8% | +28.2% |
| YTD | +12.9% | +23.0% | -10.1% | +13.2% |
| 1Y | +36.7% | +37.2% | -0.5% | +37.1% |
| All | +36.7% | +37.5% | -0.8% | +37.1% |
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