+3,699.9%
CLS vs ROIV
+232.7%
+3,467.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +4.6% | +0.6% | +3.9% | +4.5% |
| 30D | -13.9% | +1.0% | -14.9% | -14.0% |
| 3M | -26.6% | +18.3% | -44.9% | -28.5% |
| 6M | +15.4% | +18.3% | -2.9% | +12.0% |
| YTD | +5.7% | +61.0% | -55.3% | -2.5% |
| 1Y | +41.1% | +177.9% | -136.8% | +19.8% |
| 3Y | +1,228.6% | +199.1% | +1,029.5% | +1,002.2% |
| 5Y | +3,240.6% | +250.7% | +2,989.9% | +2,357.6% |
| All | +3,699.9% | +232.7% | +3,467.2% | +2,695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling