+2,823.8%
CLS vs ROIV
+276.5%
+2,547.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | +16.3% | +1.7% | +14.6% | +16.0% |
| 30D | -25.7% | +17.6% | -43.2% | -27.7% |
| 3M | -30.9% | +9.0% | -39.8% | -32.1% |
| 6M | -35.5% | +35.3% | -70.8% | -39.0% |
| YTD | -18.7% | +82.2% | -100.9% | -26.8% |
| 1Y | -17.9% | +92.3% | -110.2% | -26.8% |
| 3Y | +838.1% | +336.8% | +501.3% | +646.1% |
| 5Y | +1,971.9% | +370.6% | +1,601.3% | +1,383.4% |
| All | +2,823.8% | +276.5% | +2,547.4% | +1,998.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling