+3,231.7%
CLS vs MKC
+955.9%
+2,275.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +4.6% | -5.9% | +10.4% | +5.9% |
| 30D | -13.9% | -0.9% | -13.0% | -13.9% |
| 3M | -26.6% | +12.7% | -39.3% | -29.2% |
| 6M | +15.4% | -19.3% | +34.7% | +20.0% |
| YTD | +5.7% | -22.2% | +27.8% | +10.5% |
| 1Y | +41.1% | -23.3% | +64.5% | +47.4% |
| 3Y | +1,228.6% | -30.0% | +1,258.6% | +1,283.4% |
| 5Y | +3,240.6% | -33.8% | +3,274.4% | +3,385.4% |
| 10Y | +2,760.3% | +24.4% | +2,735.9% | +2,268.0% |
| All | +3,231.7% | +955.9% | +2,275.9% | +1,668.2% |
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 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