+735.8%
IVV vs CL
+497.8%
+238.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -4.8% | +5.9% | -10.7% | -7.0% |
| 30D | -5.9% | +13.8% | -19.7% | -11.0% |
| 3M | -4.5% | +6.4% | -10.9% | -7.3% |
| 6M | +1.8% | +15.6% | -13.8% | -5.0% |
| YTD | +8.4% | +27.9% | -19.5% | -3.7% |
| 1Y | +9.4% | +31.4% | -22.0% | -4.1% |
| 3Y | +75.3% | +41.4% | +33.9% | +45.3% |
| 5Y | +67.8% | +42.8% | +25.0% | +37.0% |
| 10Y | +314.2% | +79.7% | +234.5% | +198.8% |
| All | +735.8% | +497.8% | +238.1% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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