+1,763.7%
CLS vs MNST
+100.5%
+1,663.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.1% |
| 7D | -22.2% | -3.4% | -18.7% | -21.8% |
| 30D | -44.4% | +6.6% | -51.0% | -45.1% |
| 3M | -34.3% | -2.9% | -31.4% | -34.2% |
| 6M | -50.1% | +18.4% | -68.5% | -52.4% |
| YTD | -30.1% | +19.3% | -49.3% | -33.4% |
| 1Y | -39.3% | +37.9% | -77.2% | -44.1% |
| 3Y | +732.7% | +62.9% | +669.8% | +626.5% |
| All | +1,763.7% | +100.5% | +1,663.2% | +1,325.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling