+540.7%
CLS vs MET
+1,300.1%
-759.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +4.6% | +1.2% | +3.4% | +4.1% |
| 30D | -13.9% | +1.4% | -15.3% | -14.7% |
| 3M | -26.6% | +17.7% | -44.3% | -31.9% |
| 6M | +15.4% | +35.0% | -19.6% | +1.2% |
| YTD | +5.7% | +26.3% | -20.6% | -5.8% |
| 1Y | +41.1% | +22.8% | +18.3% | +26.6% |
| 3Y | +1,228.6% | +65.9% | +1,162.6% | +958.4% |
| 5Y | +3,240.6% | +85.4% | +3,155.3% | +2,441.1% |
| 10Y | +2,760.3% | +253.7% | +2,506.6% | +1,562.3% |
| All | +540.7% | +1,300.1% | -759.4% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling