+1,225.8%
CLS vs MDB
-5.3%
+1,231.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +2.0% |
| 7D | +4.6% | -17.4% | +22.0% | +10.3% |
| 30D | -13.9% | -2.0% | -11.9% | -13.9% |
| 3M | -26.6% | -3.0% | -23.6% | -26.7% |
| 6M | +15.4% | +48.7% | -33.3% | -0.4% |
| YTD | +5.7% | -12.1% | +17.8% | +5.9% |
| 1Y | +41.1% | +14.5% | +26.6% | +28.3% |
| All | +1,225.8% | -5.3% | +1,231.1% | +1,115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling