+3,154.0%
CLS vs MKC
+29.9%
+3,124.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.4% | +6.1% | +6.5% |
| 7D | +10.9% | -1.5% | +12.4% | +11.0% |
| 30D | +2.1% | -3.1% | +5.2% | +2.2% |
| 3M | -10.2% | +5.2% | -15.4% | -10.8% |
| 6M | +30.4% | -12.8% | +43.2% | +31.9% |
| YTD | +17.2% | -23.3% | +40.5% | +20.1% |
| 1Y | +41.0% | -24.1% | +65.1% | +44.4% |
| 3Y | +1,338.0% | -32.1% | +1,370.1% | +1,379.4% |
| 5Y | +3,860.6% | -32.8% | +3,893.4% | +3,930.1% |
| All | +3,154.0% | +29.9% | +3,124.1% | +2,931.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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