+2,093.5%
CLS vs MNST
+201,179.3%
-199,085.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.9% | -11.1% | -12.7% |
| 7D | -27.3% | +3.2% | -30.5% | -27.6% |
| 30D | -47.0% | +10.6% | -57.6% | -47.9% |
| 3M | -43.3% | +1.3% | -44.6% | -43.6% |
| 6M | -50.8% | +26.2% | -77.0% | -52.8% |
| YTD | -30.4% | +24.8% | -55.2% | -33.1% |
| 1Y | -41.7% | +40.9% | -82.6% | -45.0% |
| 3Y | +701.4% | +72.2% | +629.2% | +626.1% |
| 5Y | +1,767.8% | +108.8% | +1,659.0% | +1,540.9% |
| 10Y | +1,636.8% | +324.4% | +1,312.4% | +1,286.0% |
| All | +2,093.5% | +201,179.3% | -199,085.8% | +698.1% |
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