+41.1%
CLS vs MET
+24.0%
+17.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.3% |
| 7D | +4.6% | +1.2% | +3.4% | +4.9% |
| 30D | -13.9% | +1.4% | -15.3% | -13.3% |
| 3M | -26.6% | +17.7% | -44.3% | -23.0% |
| 6M | +15.4% | +35.0% | -19.6% | +21.7% |
| YTD | +5.7% | +26.3% | -20.6% | +9.2% |
| 1Y | +41.1% | +22.8% | +18.3% | +40.7% |
| All | +41.1% | +24.0% | +17.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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