-29.6%
CLS vs MNST
+45.8%
-75.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.3% | -12.4% | -8.3% |
| 7D | -21.1% | +6.8% | -27.9% | -20.0% |
| 30D | -38.2% | +12.0% | -50.3% | -37.1% |
| 3M | -36.3% | +3.5% | -39.8% | -35.1% |
| 6M | -43.8% | +29.7% | -73.5% | -45.1% |
| YTD | -20.0% | +27.2% | -47.2% | -19.9% |
| 1Y | -29.6% | +45.8% | -75.4% | -26.3% |
| All | -29.6% | +45.8% | -75.4% | -26.3% |
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