+811.7%
CLS vs MET
+85.5%
+726.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.5% | +4.4% | +6.4% |
| 7D | -10.6% | +1.3% | -11.9% | -10.9% |
| 30D | -38.4% | +4.0% | -42.5% | -39.4% |
| 3M | -29.9% | +4.6% | -34.5% | -31.3% |
| 6M | -40.6% | +32.8% | -73.4% | -49.1% |
| YTD | -24.6% | +32.3% | -56.9% | -36.1% |
| 1Y | -30.8% | +37.1% | -67.9% | -42.8% |
| 3Y | +811.7% | +86.8% | +724.9% | +482.6% |
| All | +811.7% | +85.5% | +726.2% | +482.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling