+73.4%
IVV vs CLS
+1,881.3%
-1,807.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -0.6% | -13.9% | +13.3% | +1.4% |
| 30D | -3.7% | -38.2% | +34.5% | +2.8% |
| 3M | -2.7% | -28.8% | +26.1% | +1.0% |
| 6M | +2.2% | -40.4% | +42.6% | +7.6% |
| YTD | +10.9% | -24.3% | +35.2% | +10.3% |
| 1Y | +11.3% | -35.0% | +46.3% | +12.8% |
| 3Y | +76.9% | +778.7% | -701.8% | -7.3% |
| All | +73.4% | +1,881.3% | -1,807.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 5y: compounded portfolio wealth divided by compounded CLS 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…
5y analysis · Full analysis span regression · 6 months rolling