+732.7%
CLS vs ROIV
+314.9%
+417.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -2.1% |
| 7D | -22.2% | +5.3% | -27.5% | -23.9% |
| 30D | -44.4% | +11.9% | -56.3% | -47.1% |
| 3M | -34.3% | +10.7% | -45.0% | -37.8% |
| 6M | -50.1% | +34.9% | -85.0% | -57.1% |
| YTD | -30.1% | +79.2% | -109.3% | -47.8% |
| 1Y | -39.3% | +89.0% | -128.4% | -56.0% |
| 3Y | +732.7% | +337.3% | +395.4% | +287.7% |
| All | +732.7% | +314.9% | +417.8% | +287.7% |
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