+3,038.3%
CLS vs MTB
+172.8%
+2,865.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +20.1% | +1.1% | +19.0% | +19.5% |
| 30D | +6.0% | -4.6% | +10.7% | +8.6% |
| 3M | -10.3% | +6.3% | -16.5% | -13.3% |
| 6M | +24.5% | +15.6% | +8.9% | +15.2% |
| YTD | +12.9% | +20.6% | -7.7% | +1.5% |
| 1Y | +36.7% | +22.5% | +14.1% | +21.6% |
| 3Y | +1,328.1% | +114.4% | +1,213.7% | +854.4% |
| 5Y | +3,682.3% | +101.9% | +3,580.4% | +2,406.4% |
| 10Y | +3,038.3% | +170.4% | +2,867.9% | +1,754.1% |
| All | +3,038.3% | +172.8% | +2,865.4% | +1,754.1% |
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