+773.9%
CLS vs ROIV
+376.7%
+397.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | -0.1% |
| 7D | -13.9% | +14.3% | -28.2% | -18.7% |
| 30D | -38.2% | +16.2% | -54.4% | -42.1% |
| 3M | -28.8% | +15.1% | -44.0% | -33.7% |
| 6M | -40.4% | +44.2% | -84.6% | -50.3% |
| YTD | -24.3% | +89.8% | -114.1% | -44.8% |
| 1Y | -35.0% | +94.6% | -129.6% | -53.3% |
| All | +773.9% | +376.7% | +397.2% | +309.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling