-17.9%
CLS vs MNST
+32.0%
-49.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.3% | -5.1% |
| 7D | +16.3% | +1.6% | +14.7% | +16.6% |
| 30D | -25.7% | +5.1% | -30.7% | -25.3% |
| 3M | -30.9% | -0.5% | -30.4% | -30.2% |
| 6M | -35.5% | +8.1% | -43.6% | -36.3% |
| YTD | -18.7% | +21.2% | -39.9% | -21.8% |
| 1Y | -17.9% | +30.7% | -48.6% | -18.5% |
| All | -17.9% | +32.0% | -49.9% | -18.5% |
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