+3,542.1%
CLS vs CVS
+31.3%
+3,510.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +12.8% | -1.6% | +14.3% | +12.9% |
| 30D | +3.8% | +0.4% | +3.4% | +3.8% |
| 3M | -14.6% | -0.4% | -14.2% | -14.5% |
| 6M | +32.2% | +25.1% | +7.1% | +30.7% |
| YTD | +11.6% | +23.9% | -12.3% | +9.9% |
| 1Y | +35.1% | +41.1% | -6.0% | +31.5% |
| 3Y | +1,312.5% | +63.6% | +1,248.9% | +1,230.6% |
| 5Y | +3,542.1% | +31.5% | +3,510.5% | +3,384.1% |
| All | +3,542.1% | +31.3% | +3,510.7% | +3,384.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling