+2,611.9%
CLS vs ROIV
+287.3%
+2,324.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.6% | +3.3% | +7.1% |
| 7D | -10.6% | +13.3% | -23.9% | -12.5% |
| 30D | -38.4% | +14.8% | -53.2% | -39.9% |
| 3M | -29.9% | +11.9% | -41.8% | -31.4% |
| 6M | -40.6% | +42.4% | -83.0% | -44.4% |
| YTD | -24.6% | +87.4% | -112.0% | -32.4% |
| 1Y | -30.8% | +97.2% | -128.0% | -38.5% |
| 3Y | +811.7% | +375.7% | +436.1% | +618.0% |
| 5Y | +1,838.4% | +379.0% | +1,459.4% | +1,283.1% |
| All | +2,611.9% | +287.3% | +2,324.6% | +1,837.1% |
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