+1,980.9%
CLS vs MKC
-35.5%
+2,016.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.2% |
| 7D | +16.3% | -3.0% | +19.3% | +15.7% |
| 30D | -25.7% | +4.8% | -30.5% | -24.9% |
| 3M | -30.9% | -12.8% | -18.0% | -31.5% |
| 6M | -35.5% | +5.0% | -40.5% | -34.9% |
| YTD | -18.7% | -29.1% | +10.4% | -19.4% |
| 1Y | -17.9% | -26.4% | +8.5% | -18.5% |
| 3Y | +838.1% | -21.6% | +859.7% | +793.3% |
| All | +1,980.9% | -35.5% | +2,016.4% | +2,038.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling