+104.8%
CL vs MTUM
+599.3%
-494.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -2.0% |
| 7D | -2.2% | +1.7% | -3.9% | -2.7% |
| 30D | -4.8% | -1.7% | -3.2% | -4.5% |
| 3M | +4.9% | -6.3% | +11.3% | +5.8% |
| 6M | -5.7% | +21.8% | -27.6% | -13.5% |
| YTD | +14.4% | +22.0% | -7.7% | +4.6% |
| 1Y | +8.7% | +25.3% | -16.6% | -1.9% |
| 3Y | +30.0% | +112.1% | -82.2% | -8.6% |
| 5Y | +28.4% | +76.2% | -47.9% | -3.1% |
| 10Y | +50.1% | +340.1% | -290.1% | -37.3% |
| All | +104.8% | +599.3% | -494.5% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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