+2,463.6%
CLS vs MKC
+862.2%
+1,601.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.6% |
| 7D | +16.3% | -3.0% | +19.3% | +16.9% |
| 30D | -25.7% | +4.8% | -30.5% | -26.9% |
| 3M | -30.9% | -12.8% | -18.0% | -29.5% |
| 6M | -35.5% | +5.0% | -40.5% | -37.4% |
| YTD | -18.7% | -29.1% | +10.4% | -13.9% |
| 1Y | -17.9% | -26.4% | +8.5% | -14.0% |
| 3Y | +838.1% | -21.6% | +859.7% | +832.2% |
| 5Y | +1,971.9% | -35.2% | +2,007.1% | +2,043.0% |
| 10Y | +1,907.9% | +25.6% | +1,882.2% | +1,529.2% |
| All | +2,463.6% | +862.2% | +1,601.4% | +1,278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling