+2,029.3%
CLS vs MET
+195.0%
+1,834.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.2% |
| 7D | +23.5% | +2.1% | +21.4% | +22.1% |
| 30D | -28.9% | +1.8% | -30.7% | -29.7% |
| 3M | -25.2% | +6.0% | -31.2% | -28.0% |
| 6M | -32.1% | +31.1% | -63.2% | -43.3% |
| YTD | -14.1% | +32.6% | -46.6% | -29.7% |
| 1Y | -24.1% | +30.5% | -54.5% | -37.3% |
| 3Y | +897.0% | +83.6% | +813.4% | +559.7% |
| 5Y | +2,089.9% | +84.2% | +2,005.7% | +1,330.3% |
| All | +2,029.3% | +195.0% | +1,834.3% | +895.5% |
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