-29.6%
CLS vs ROIV
+97.8%
-127.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +6.1% | -15.1% | -11.0% |
| 7D | -21.1% | +3.0% | -24.2% | -22.0% |
| 30D | -38.2% | +6.8% | -45.1% | -39.7% |
| 3M | -36.3% | +10.5% | -46.8% | -39.2% |
| 6M | -43.8% | +34.8% | -78.6% | -50.2% |
| YTD | -20.0% | +76.2% | -96.2% | -35.4% |
| 1Y | -29.6% | +92.4% | -122.0% | -49.2% |
| All | -29.6% | +97.8% | -127.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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