+3,231.7%
CLS vs MDY
+1,339.4%
+1,892.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.6% | +0.1% | +4.4% | +4.4% |
| 30D | -13.9% | -1.5% | -12.4% | -12.0% |
| 3M | -26.6% | +0.8% | -27.3% | -26.4% |
| 6M | +15.4% | +7.4% | +8.0% | +8.4% |
| YTD | +5.7% | +15.2% | -9.5% | -9.1% |
| 1Y | +41.1% | +16.5% | +24.6% | +20.5% |
| 3Y | +1,228.6% | +46.8% | +1,181.8% | +801.3% |
| 5Y | +3,240.6% | +46.0% | +3,194.6% | +2,193.8% |
| 10Y | +2,760.3% | +172.1% | +2,588.3% | +819.1% |
| All | +3,231.7% | +1,339.4% | +1,892.4% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling