+1,763.7%
CLS vs MP
-5.6%
+1,769.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.7% |
| 7D | -22.2% | -10.5% | -11.7% | -19.8% |
| 30D | -44.4% | -23.5% | -20.8% | -40.4% |
| 3M | -34.3% | -25.4% | -8.9% | -29.6% |
| 6M | -50.1% | -51.3% | +1.2% | -41.1% |
| YTD | -30.1% | -29.9% | -0.2% | -23.9% |
| 1Y | -39.3% | -31.8% | -7.5% | -33.5% |
| 3Y | +732.7% | +127.0% | +605.7% | +502.9% |
| All | +1,763.7% | -5.6% | +1,769.3% | +1,571.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling