+738.6%
IVV vs CLS
+377.9%
+360.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -2.7% | -22.2% | +19.5% | +1.6% |
| 30D | -5.4% | -44.4% | +39.0% | +4.6% |
| 3M | -4.1% | -34.3% | +30.2% | +2.1% |
| 6M | +0.7% | -50.1% | +50.8% | +10.8% |
| YTD | +8.7% | -30.1% | +38.8% | +10.2% |
| 1Y | +11.0% | -39.3% | +50.3% | +14.3% |
| 3Y | +75.4% | +732.7% | -657.3% | -0.7% |
| 5Y | +68.3% | +1,777.2% | -1,708.9% | -21.0% |
| 10Y | +315.5% | +1,645.6% | -1,330.1% | +83.5% |
| All | +738.6% | +377.9% | +360.8% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling