-35.3%
CLS vs MNST
+30.7%
-66.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +7.8% |
| 7D | -10.6% | -5.0% | -5.6% | -11.2% |
| 30D | -38.4% | +4.6% | -43.0% | -38.2% |
| 3M | -29.9% | +1.0% | -30.9% | -29.7% |
| 6M | -40.6% | +5.8% | -46.4% | -41.2% |
| YTD | -24.6% | +19.1% | -43.6% | -26.0% |
| All | -35.3% | +30.7% | -66.0% | -33.3% |
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