-39.3%
CLS vs MNST
+35.8%
-75.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | -0.4% |
| 7D | -22.2% | -3.4% | -18.7% | -22.6% |
| 30D | -44.4% | +6.6% | -51.0% | -43.9% |
| 3M | -34.3% | -2.9% | -31.4% | -33.9% |
| 6M | -50.1% | +18.4% | -68.5% | -51.0% |
| YTD | -30.1% | +19.3% | -49.3% | -29.8% |
| 1Y | -39.3% | +37.9% | -77.2% | -32.2% |
| All | -39.3% | +35.8% | -75.2% | -32.2% |
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