-29.6%
CLS vs MMM
+22.1%
-51.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +9.5% | -18.6% | -11.1% |
| 7D | -21.1% | +12.2% | -33.4% | -23.7% |
| 30D | -38.2% | +18.8% | -57.1% | -41.7% |
| 3M | -36.3% | +7.4% | -43.7% | -37.1% |
| 6M | -43.8% | +38.3% | -82.1% | -49.1% |
| YTD | -20.0% | +22.9% | -42.9% | -27.2% |
| 1Y | -29.6% | +23.0% | -52.6% | -42.2% |
| All | -29.6% | +22.1% | -51.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling