+3,419.7%
CLS vs MCO
+4,598.9%
-1,179.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.5% | +8.1% | +6.7% |
| 7D | +12.8% | -2.7% | +15.5% | +14.2% |
| 30D | +3.8% | +0.9% | +2.9% | +3.2% |
| 3M | -14.6% | +8.7% | -23.3% | -18.5% |
| 6M | +32.2% | +2.4% | +29.8% | +28.8% |
| YTD | +11.6% | -5.2% | +16.8% | +11.3% |
| 1Y | +35.1% | -4.4% | +39.4% | +33.1% |
| 3Y | +1,312.5% | +45.1% | +1,267.4% | +1,059.7% |
| 5Y | +3,542.1% | +31.5% | +3,510.6% | +2,989.4% |
| 10Y | +2,944.0% | +380.7% | +2,563.3% | +1,373.1% |
| All | +3,419.7% | +4,598.9% | -1,179.2% | +483.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling