+728.5%
CLS vs MP
+104.2%
+624.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.0% | -7.0% | -11.6% |
| 7D | -27.3% | -19.0% | -8.3% | -23.5% |
| 30D | -47.0% | -30.5% | -16.6% | -42.3% |
| 3M | -43.3% | -29.6% | -13.7% | -38.8% |
| 6M | -50.8% | -50.4% | -0.3% | -43.1% |
| YTD | -30.4% | -33.2% | +2.8% | -23.6% |
| 1Y | -41.7% | -38.6% | -3.1% | -34.9% |
| All | +728.5% | +104.2% | +624.3% | +580.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling