+2,414.4%
CLS vs ROIV
+270.3%
+2,144.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.7% | -0.6% |
| 7D | -22.2% | +5.3% | -27.5% | -22.9% |
| 30D | -44.4% | +11.9% | -56.3% | -45.5% |
| 3M | -34.3% | +10.7% | -45.0% | -35.6% |
| 6M | -50.1% | +34.9% | -85.0% | -52.8% |
| YTD | -30.1% | +79.2% | -109.3% | -36.9% |
| 1Y | -39.3% | +89.0% | -128.4% | -45.7% |
| 3Y | +732.7% | +337.3% | +395.4% | +563.0% |
| 5Y | +1,777.2% | +402.3% | +1,374.9% | +1,231.0% |
| All | +2,414.4% | +270.3% | +2,144.1% | +1,709.4% |
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