+41.1%
CLS vs MMM
+12.8%
+28.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +4.6% | -3.3% | +7.9% | +5.8% |
| 30D | -13.9% | -7.0% | -6.9% | -11.7% |
| 3M | -26.6% | +10.8% | -37.4% | -27.6% |
| 6M | +15.4% | +5.8% | +9.6% | +12.4% |
| YTD | +5.7% | +6.8% | -1.1% | +3.3% |
| 1Y | +41.1% | +10.4% | +30.7% | +37.6% |
| All | +41.1% | +12.8% | +28.3% | +37.6% |
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