-50.8%
CLS vs MNST
+27.5%
-78.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.9% | -11.1% | -14.0% |
| 7D | -27.3% | +3.2% | -30.5% | -25.8% |
| 30D | -47.0% | +10.6% | -57.6% | -44.2% |
| 3M | -43.3% | +1.3% | -44.6% | -41.6% |
| 6M | -50.8% | +26.2% | -77.0% | -46.3% |
| All | -50.8% | +27.5% | -78.3% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling