+2,609.7%
CLS vs MDY
+1,305.3%
+1,304.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +6.1% |
| 7D | +23.5% | +3.0% | +20.5% | +19.1% |
| 30D | -28.9% | +0.8% | -29.7% | -29.1% |
| 3M | -25.2% | -5.1% | -20.0% | -19.2% |
| 6M | -32.1% | +1.2% | -33.3% | -31.5% |
| YTD | -14.1% | +12.5% | -26.5% | -23.2% |
| 1Y | -24.1% | +13.8% | -37.8% | -32.5% |
| 3Y | +897.0% | +56.4% | +840.5% | +531.9% |
| 5Y | +2,089.9% | +35.3% | +2,054.6% | +1,560.1% |
| 10Y | +2,022.2% | +167.7% | +1,854.5% | +604.3% |
| All | +2,609.7% | +1,305.3% | +1,304.3% | +12.4% |
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