+2,855.2%
CLS vs ROIV
+298.6%
+2,556.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +8.2% |
| 7D | +2.8% | +9.5% | -6.7% | +1.3% |
| 30D | -30.1% | +21.0% | -51.1% | -32.4% |
| 3M | -21.7% | +18.7% | -40.5% | -24.2% |
| 6M | -36.2% | +44.5% | -80.7% | -40.4% |
| YTD | -17.8% | +92.9% | -110.7% | -26.7% |
| 1Y | -26.8% | +100.2% | -127.0% | -35.1% |
| 3Y | +853.4% | +375.0% | +478.3% | +649.2% |
| 5Y | +2,005.0% | +435.2% | +1,569.9% | +1,377.4% |
| All | +2,855.2% | +298.6% | +2,556.7% | +2,000.8% |
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 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