+28.5%
CLS vs MDY
+13.9%
+14.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -0.5% |
| 7D | +5.0% | -2.5% | +7.5% | +10.8% |
| 30D | +4.8% | -5.0% | +9.8% | +17.6% |
| 3M | -10.4% | +0.5% | -10.8% | -9.9% |
| 6M | +20.8% | +8.0% | +12.8% | +7.6% |
| YTD | +10.0% | +12.2% | -2.1% | -9.1% |
| 1Y | +28.5% | +14.0% | +14.5% | +4.2% |
| All | +28.5% | +13.9% | +14.6% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling