-29.6%
CLS vs MCO
+9.9%
-39.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.9% | -13.9% | -7.2% |
| 7D | -21.1% | +10.7% | -31.8% | -18.1% |
| 30D | -38.2% | +17.9% | -56.1% | -34.8% |
| 3M | -36.3% | +9.5% | -45.8% | -33.8% |
| 6M | -43.8% | +18.1% | -61.9% | -40.7% |
| YTD | -20.0% | +4.1% | -24.1% | -20.8% |
| 1Y | -29.6% | +9.3% | -38.9% | -26.1% |
| All | -29.6% | +9.9% | -39.5% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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