+3,038.3%
CLS vs MET
+245.0%
+2,793.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +20.1% | -0.8% | +20.9% | +20.7% |
| 30D | +6.0% | -1.4% | +7.4% | +6.7% |
| 3M | -10.3% | +12.5% | -22.8% | -17.3% |
| 6M | +24.5% | +37.1% | -12.6% | +1.9% |
| YTD | +12.9% | +23.8% | -10.9% | -3.4% |
| 1Y | +36.7% | +24.1% | +12.5% | +15.9% |
| 3Y | +1,328.1% | +65.2% | +1,262.9% | +914.4% |
| 5Y | +3,682.3% | +82.3% | +3,600.1% | +2,407.9% |
| 10Y | +3,038.3% | +241.6% | +2,796.7% | +1,412.1% |
| All | +3,038.3% | +245.0% | +2,793.2% | +1,412.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling