+41.1%
CLS vs MNST
+37.8%
+3.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +4.6% | -6.5% | +11.1% | +3.9% |
| 30D | -13.9% | -7.2% | -6.7% | -14.3% |
| 3M | -26.6% | -1.0% | -25.6% | -26.8% |
| 6M | +15.4% | +11.5% | +3.9% | +13.5% |
| YTD | +5.7% | +14.3% | -8.6% | +7.2% |
| 1Y | +41.1% | +38.1% | +3.0% | +70.5% |
| All | +41.1% | +37.8% | +3.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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