+3,088.2%
CLS vs MP
+240.8%
+2,847.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -6.0% | -7.0% | -11.8% |
| 7D | -27.3% | -19.0% | -8.3% | -23.8% |
| 30D | -47.0% | -30.5% | -16.6% | -42.7% |
| 3M | -43.3% | -29.6% | -13.7% | -39.2% |
| 6M | -50.8% | -50.4% | -0.3% | -43.4% |
| YTD | -30.4% | -33.2% | +2.8% | -24.5% |
| 1Y | -41.7% | -38.6% | -3.1% | -35.7% |
| 3Y | +701.4% | +105.5% | +595.9% | +546.8% |
| 5Y | +1,767.8% | -7.8% | +1,775.6% | +1,588.3% |
| All | +3,088.2% | +240.8% | +2,847.4% | +2,337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling