+2,953.7%
CLS vs MCO
+385.7%
+2,568.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -1.7% |
| 7D | +5.0% | -7.3% | +12.3% | +8.9% |
| 30D | +4.8% | -1.7% | +6.5% | +5.4% |
| 3M | -10.4% | +3.9% | -14.3% | -13.3% |
| 6M | +20.8% | +3.8% | +17.0% | +16.2% |
| YTD | +10.0% | -7.9% | +17.9% | +11.3% |
| 1Y | +28.5% | -6.8% | +35.4% | +27.8% |
| 3Y | +1,292.2% | +40.9% | +1,251.3% | +990.2% |
| 5Y | +3,616.8% | +27.5% | +3,589.3% | +2,896.2% |
| All | +2,953.7% | +385.7% | +2,568.0% | +1,519.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling