+3,682.3%
CLS vs MKC
-34.7%
+3,717.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.0% |
| 7D | +20.1% | -4.3% | +24.4% | +19.5% |
| 30D | +6.0% | -3.1% | +9.1% | +5.7% |
| 3M | -10.3% | +6.8% | -17.1% | -9.6% |
| 6M | +24.5% | -18.3% | +42.8% | +24.4% |
| YTD | +12.9% | -23.1% | +35.9% | +12.5% |
| 1Y | +36.7% | -23.7% | +60.4% | +36.5% |
| 3Y | +1,328.1% | -31.0% | +1,359.1% | +1,338.9% |
| 5Y | +3,682.3% | -33.5% | +3,715.8% | +3,694.9% |
| All | +3,682.3% | -34.7% | +3,717.0% | +3,694.9% |
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