+3,419.7%
CLS vs MRSH
+1,031.7%
+2,387.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.5% | +7.1% |
| 7D | +12.8% | -3.8% | +16.5% | +14.9% |
| 30D | +3.8% | -5.8% | +9.6% | +6.6% |
| 3M | -14.6% | +11.7% | -26.3% | -20.9% |
| 6M | +32.2% | -0.3% | +32.6% | +27.9% |
| YTD | +11.6% | -1.1% | +12.8% | +6.5% |
| 1Y | +35.1% | -9.5% | +44.5% | +32.9% |
| 3Y | +1,312.5% | -2.6% | +1,315.1% | +1,192.2% |
| 5Y | +3,542.1% | +22.7% | +3,519.3% | +2,790.8% |
| 10Y | +2,944.0% | +214.6% | +2,729.4% | +1,308.9% |
| All | +3,419.7% | +1,031.7% | +2,387.9% | +658.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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