-35.3%
CLS vs ROIV
+101.7%
-137.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.6% | +3.3% | +6.3% |
| 7D | -10.6% | +13.3% | -23.9% | -14.2% |
| 30D | -38.4% | +14.8% | -53.2% | -41.2% |
| 3M | -29.9% | +11.9% | -41.8% | -33.0% |
| 6M | -40.6% | +42.4% | -83.0% | -48.1% |
| YTD | -24.6% | +87.4% | -112.0% | -39.7% |
| All | -35.3% | +101.7% | -137.0% | -48.0% |
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