+2,491.1%
CLS vs CVS
+643.2%
+1,847.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.6% | +7.9% | +8.3% |
| 7D | +2.8% | +12.0% | -9.2% | -0.4% |
| 30D | -30.1% | +2.8% | -32.9% | -30.8% |
| 3M | -21.7% | -3.6% | -18.2% | -21.5% |
| 6M | -36.2% | -1.6% | -34.6% | -36.6% |
| YTD | -17.8% | +16.3% | -34.1% | -23.0% |
| 1Y | -26.8% | +15.5% | -42.3% | -31.2% |
| 3Y | +853.4% | +48.1% | +805.3% | +695.1% |
| 5Y | +2,005.0% | +12.3% | +1,992.7% | +1,788.8% |
| 10Y | +1,929.4% | +62.7% | +1,866.7% | +1,478.7% |
| All | +2,491.1% | +643.2% | +1,847.9% | +1,067.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling