+3,542.1%
CLS vs MDY
+47.1%
+3,494.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +6.6% |
| 7D | +12.8% | +1.0% | +11.7% | +11.1% |
| 30D | +3.8% | -3.1% | +7.0% | +9.1% |
| 3M | -14.6% | +1.8% | -16.5% | -16.1% |
| 6M | +32.2% | +10.8% | +21.4% | +17.3% |
| YTD | +11.6% | +14.4% | -2.8% | -5.4% |
| 1Y | +35.1% | +15.2% | +19.8% | +14.2% |
| 3Y | +1,312.5% | +51.2% | +1,261.4% | +793.1% |
| 5Y | +3,542.1% | +47.2% | +3,494.8% | +2,257.5% |
| All | +3,542.1% | +47.1% | +3,494.9% | +2,257.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling