+728.5%
CLS vs MNST
+72.2%
+656.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.9% | -11.1% | -13.3% |
| 7D | -27.3% | +3.2% | -30.5% | -26.8% |
| 30D | -47.0% | +10.6% | -57.6% | -46.2% |
| 3M | -43.3% | +1.3% | -44.6% | -42.8% |
| 6M | -50.8% | +26.2% | -77.0% | -49.7% |
| YTD | -30.4% | +24.8% | -55.2% | -28.9% |
| 1Y | -41.7% | +40.9% | -82.6% | -39.1% |
| All | +728.5% | +72.2% | +656.4% | +818.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling