+1,338.0%
CLS vs MKTX
-25.3%
+1,363.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.6% | +6.6% |
| 7D | +10.9% | -0.2% | +11.2% | +10.9% |
| 30D | +2.1% | +0.7% | +1.4% | +2.2% |
| 3M | -10.2% | +40.8% | -51.0% | -4.1% |
| 6M | +30.4% | -8.0% | +38.4% | +25.3% |
| YTD | +17.2% | -8.7% | +26.0% | +12.9% |
| 1Y | +41.0% | -11.8% | +52.9% | +35.2% |
| 3Y | +1,338.0% | -24.0% | +1,362.0% | +1,175.2% |
| All | +1,338.0% | -25.3% | +1,363.2% | +1,175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling