+2,953.7%
CLS vs MDY
+175.0%
+2,778.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.3% |
| 7D | +5.0% | -2.5% | +7.5% | +8.3% |
| 30D | +4.8% | -5.0% | +9.8% | +12.0% |
| 3M | -10.4% | +0.5% | -10.8% | -10.1% |
| 6M | +20.8% | +8.0% | +12.8% | +12.6% |
| YTD | +10.0% | +12.2% | -2.1% | -2.0% |
| 1Y | +28.5% | +14.0% | +14.5% | +13.1% |
| 3Y | +1,292.2% | +48.2% | +1,244.0% | +855.9% |
| 5Y | +3,616.8% | +46.1% | +3,570.7% | +2,513.9% |
| All | +2,953.7% | +175.0% | +2,778.7% | +1,188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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