+1,312.5%
CLS vs MET
+66.4%
+1,246.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.2% | +7.8% | +6.6% |
| 7D | +12.8% | +1.1% | +11.6% | +12.2% |
| 30D | +3.8% | -2.3% | +6.1% | +4.8% |
| 3M | -14.6% | +13.9% | -28.5% | -20.9% |
| 6M | +32.2% | +34.8% | -2.6% | +11.3% |
| YTD | +11.6% | +23.5% | -11.9% | -2.9% |
| 1Y | +35.1% | +23.4% | +11.7% | +16.4% |
| 3Y | +1,312.5% | +64.9% | +1,247.7% | +916.4% |
| All | +1,312.5% | +66.4% | +1,246.1% | +916.4% |
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