+1,601.1%
CLS vs MDB
+848.0%
+753.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | -22.2% | -11.4% | -10.8% | -20.0% |
| 30D | -44.4% | -13.8% | -30.5% | -42.5% |
| 3M | -34.3% | -15.5% | -18.8% | -32.6% |
| 6M | -50.1% | +17.9% | -68.0% | -52.7% |
| YTD | -30.1% | -25.5% | -4.6% | -28.2% |
| 1Y | -39.3% | -12.1% | -27.3% | -40.2% |
| 3Y | +732.7% | -5.9% | +738.6% | +671.5% |
| 5Y | +1,777.2% | -43.7% | +1,820.9% | +1,628.9% |
| All | +1,601.1% | +848.0% | +753.1% | +1,049.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling