+2,623.7%
CLS vs ROIV
+292.3%
+2,331.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -13.9% | +14.3% | -28.2% | -15.9% |
| 30D | -38.2% | +16.2% | -54.4% | -39.8% |
| 3M | -28.8% | +15.1% | -44.0% | -30.7% |
| 6M | -40.4% | +44.2% | -84.6% | -44.3% |
| YTD | -24.3% | +89.8% | -114.1% | -32.3% |
| 1Y | -35.0% | +94.6% | -129.6% | -42.1% |
| 3Y | +778.7% | +367.5% | +411.2% | +592.3% |
| 5Y | +1,884.8% | +421.4% | +1,463.4% | +1,298.7% |
| All | +2,623.7% | +292.3% | +2,331.4% | +1,841.3% |
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