+1,770.4%
CLS vs MNST
+327.8%
+1,442.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -13.9% | -3.9% | -10.0% | -12.9% |
| 30D | -38.2% | +3.9% | -42.1% | -39.3% |
| 3M | -28.8% | -0.8% | -28.0% | -29.3% |
| 6M | -40.4% | +5.1% | -45.5% | -42.3% |
| YTD | -24.3% | +18.3% | -42.5% | -29.9% |
| 1Y | -35.0% | +29.5% | -64.5% | -41.9% |
| 3Y | +778.7% | +64.0% | +714.7% | +596.8% |
| 5Y | +1,884.8% | +97.2% | +1,787.7% | +1,319.1% |
| All | +1,770.4% | +327.8% | +1,442.6% | +1,014.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling