+2,089.9%
CLS vs MDY
+35.5%
+2,054.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +6.4% |
| 7D | +23.5% | +3.0% | +20.5% | +18.3% |
| 30D | -28.9% | +0.8% | -29.7% | -29.2% |
| 3M | -25.2% | -5.1% | -20.0% | -18.1% |
| 6M | -32.1% | +1.2% | -33.3% | -31.5% |
| YTD | -14.1% | +12.5% | -26.5% | -24.4% |
| 1Y | -24.1% | +13.8% | -37.8% | -33.6% |
| 3Y | +897.0% | +56.4% | +840.5% | +519.6% |
| 5Y | +2,089.9% | +35.3% | +2,054.6% | +1,507.9% |
| All | +2,089.9% | +35.5% | +2,054.4% | +1,507.9% |
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