+1,876.2%
CLS vs MNST
+98.7%
+1,777.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.2% | +8.0% | +7.9% |
| 7D | -10.6% | -5.0% | -5.6% | -10.0% |
| 30D | -38.4% | +4.6% | -43.0% | -39.1% |
| 3M | -29.9% | +1.0% | -30.9% | -30.3% |
| 6M | -40.6% | +5.8% | -46.4% | -41.8% |
| YTD | -24.6% | +19.1% | -43.6% | -28.1% |
| 1Y | -30.8% | +30.9% | -61.7% | -35.4% |
| 3Y | +811.7% | +65.7% | +746.0% | +688.2% |
| All | +1,876.2% | +98.7% | +1,777.6% | +1,430.3% |
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 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