+1,838.4%
CLS vs CVS
+7.3%
+1,831.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.7% | +6.2% | +7.8% |
| 7D | -10.6% | -3.7% | -6.9% | -10.3% |
| 30D | -38.4% | -0.3% | -38.1% | -38.4% |
| 3M | -29.9% | -10.3% | -19.6% | -29.5% |
| 6M | -40.6% | -4.6% | -36.1% | -40.4% |
| YTD | -24.6% | +10.7% | -35.3% | -25.2% |
| 1Y | -30.8% | +11.2% | -42.0% | -31.4% |
| 3Y | +811.7% | +43.0% | +768.7% | +773.1% |
| 5Y | +1,838.4% | +8.6% | +1,829.8% | +1,862.9% |
| All | +1,838.4% | +7.3% | +1,831.1% | +1,862.9% |
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