+811.7%
CLS vs CVS
+38.9%
+772.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.2% | +8.0% |
| 7D | -10.6% | -3.7% | -6.9% | -10.6% |
| 30D | -38.4% | -0.3% | -38.1% | -38.3% |
| 3M | -29.9% | -10.3% | -19.6% | -30.1% |
| 6M | -40.6% | -4.6% | -36.1% | -40.3% |
| YTD | -24.6% | +10.7% | -35.3% | -23.7% |
| 1Y | -30.8% | +11.2% | -42.0% | -30.0% |
| 3Y | +811.7% | +43.0% | +768.7% | +836.4% |
| All | +811.7% | +38.9% | +772.8% | +836.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling