+2,104.6%
CLS vs MNST
+192,300.0%
-190,195.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.0% |
| 3M | -34.3% | -2.9% | -31.4% | -34.3% |
| 6M | -50.1% | +18.4% | -68.5% | -51.7% |
| YTD | -30.1% | +19.3% | -49.3% | -32.4% |
| 1Y | -39.3% | +37.9% | -77.2% | -42.6% |
| 3Y | +732.7% | +62.9% | +669.8% | +660.4% |
| 5Y | +1,777.2% | +99.6% | +1,677.6% | +1,559.4% |
| 10Y | +1,645.6% | +305.7% | +1,339.9% | +1,301.7% |
| All | +2,104.6% | +192,300.0% | -190,195.4% | +707.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling