+1,929.4%
CLS vs MTB
+119.7%
+1,809.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.8% | -2.0% | +4.7% | +4.0% |
| 30D | -30.1% | +0.1% | -30.2% | -30.2% |
| 3M | -21.7% | -12.1% | -9.6% | -16.7% |
| 6M | -36.2% | +7.3% | -43.5% | -39.0% |
| YTD | -17.8% | +11.5% | -29.4% | -23.4% |
| 1Y | -26.8% | +21.3% | -48.1% | -34.6% |
| 3Y | +853.4% | +104.1% | +749.2% | +551.1% |
| 5Y | +2,005.0% | +61.8% | +1,943.2% | +1,458.5% |
| 10Y | +1,929.4% | +115.4% | +1,814.0% | +1,289.5% |
| All | +1,929.4% | +119.7% | +1,809.7% | +1,289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling