-29.6%
CLS vs MCK
+31.3%
-60.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +7.0% | -16.0% | -8.2% |
| 7D | -21.1% | +11.3% | -32.5% | -20.3% |
| 30D | -38.2% | +16.8% | -55.0% | -37.7% |
| 3M | -36.3% | +28.9% | -65.2% | -36.5% |
| 6M | -43.8% | +32.7% | -76.5% | -43.5% |
| YTD | -20.0% | +30.8% | -50.8% | -18.9% |
| 1Y | -29.6% | +27.6% | -57.2% | -27.6% |
| All | -29.6% | +31.3% | -60.9% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling